Lag Response of Prepayments

Lag Response of Prepayments
Usually there is a three month lag between the date that the weighted average coupon of an Mortgage Based Security pool has exceeded the refinancing and the actual time when prepayment speed accelerates visibly.

Related posts:

  1. Prepayment Speed
  2. FHA Prepayment Experience
  3. Response Lag
  4. Threshold for Refinancing
  5. Mortgage Pass-Through Security

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