Home > 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.
- Part of Speech: noun
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
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Creator
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
