Accueil > Term: lag response of prepayments
lag response of prepayments
A delay of typically about three months between the time the weighted-average coupon of an MBS pool crosses the threshold for refinancing and observation of an acceleration in prepayment speed is observed.
- Partie du discours : noun
- Secteur d’activité/Domaine : Services financiers
- Catégorie : Finance général
- Company: Bloomberg
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Créateur
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
