Exchange Currency

prepayment model

A mathematical model used to predict changes to trends in loan prepayments, based on changes in interest rates and other market factors. A prepayment model uses historical data on prepayments and market conditions to model the expected prepayment rate on a given loan.

Related information about prepayment model:
  1. PSA prepayment model - Wikipedia, the free encyclopedia
    PSA Prepayment Model is a prepayment model by the Bond Market Association formerly known as Public Securities Association or PSA that assumes ...
     
  2. Prepayment Model Definition | Investopedia
    A model used to estimate the level of prepayments on a loan portfolio that will occur in a set period of time, given possible changes in interest rates. Prepayment ...
     
  3. AD&Co • Prepayment Models
    ... actual speeds. Dynamic Performance Reports show actual vs. AD&Co Prepayment Model forcasted speeds for user-selected time-period and collateral.
     
  4. Prepayment Model | Beyondbond
    Our prepayment model was based on the fundamental economic theory that analyzed mortgagor's prepayment behaviors with the empirical study over the ...
     
  5. Prepayment Modelling
    Our goal is to build a prepayment model that we can use to dynamically in scenario ... Lastly, we will proceed to fit a prepayment model as a case study in class ...
     
  6. The Salomon Brothers Prepayment Model - Fordham University
    prepayment model in the mid-1980s,1 such models have come to be widely used ... Salomon Brothers has developed a completely new prepayment model.
     
  7. A New Prepayment Model: An Occupation-Time Derivative Approach
    Outline of model details. Some results from the paper. Concluding remarks. A New Prepayment Model: An Occupation-Time Derivative Approach – p.2/24 ...
     
  8. Fixed-Income Toolbox - Prepayment Modeling with a Two Factor ...
    The most basic prepayment model is the Public Securities Association (PSA) model, which assumes a ramp-up phase and then a constant conditional ...