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

From → Asset Valuation

Leave a Comment

Leave a comment

This site uses Akismet to reduce spam. Learn how your comment data is processed.