Lag response of prepayments

There is typically a lag of about three months between the time the weighted average coupon of an MBS pool has crossed the threshold for refinancing and an acceleration in prepayment speed is observed. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • 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. Bloomberg Financial Dictionary …   Financial and business terms

  • Отставание реакции предварительных платежей — отставание приблизительно на 3 месяца увеличения скорости совершения предоплаты от того момента, когда средневзвешенный купон пула ценных бумаг, обеспеченных пулом ипотек, переходит порог рефинансирования. По английски: Lag response of… …   Финансовый словарь

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”

We are using cookies for the best presentation of our site. Continuing to use this site, you agree with this.