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Did you know...
If ever have loans in your Shock Analysis that are being grouped into illiquid coupons, you can influence the coupon slotting by adding Coupon Drops in the Admin Tab. Select any investor that is active for your shock, select the appropriate security from the “Instrument Type” drop down, then enter a positive bps amount in the “Lender Drop” field next to the offending coupon. This will place a “drop” in execution price in that coupon so loans will then group in the next best coupon.