Skip to content

PSA benchmark

January 4, 2016

Assumes monthly prepayment rate for a mortgage pool increases as it ages.

100 PSA: CPR = 0.2% for the first month increases by 0.2% per month up to month 30

CPR = 6% for months 30 to 360

Advertisements

From → Asset Valuation

Leave a Comment

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: