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:
- 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 ...
- 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 ...
- 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.
- 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 ...
- 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 ...
- 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.
- 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 ...
- 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 ...