Tag: prepayment
Concepts
- Building and Calibrating a Prepayment Model
- Burnout, Turnover and Seasoning Effects
- CMBS Defeasance and Prepayment Lockouts
- Interest-Only and Principal-Only Strips
- Inverse IOs and Leveraged CMO Tranches
- MBS OAS and Monte Carlo Path Pricing
- Mortgage-Backed Securities
- Mortgage Pass-Through Mechanics and Pool Factors
- Prepayment Risk and CPR
- Prepayment S-Curves and Refinancing Incentive
- Specified Pools and Pay-Ups
- The PSA Prepayment Benchmark and SMM