mbs
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MBS : Unchanged PSA Vs Changed PSA : Rate increase impact on Price?
Hi David, Question regarding the highlighted statement in the attachment: When PSA reduces from 165 PSA to 150PSA on a rate increase situation --> my understanding is that the prepayment cash flow decreases and the bond should be valued more just using the cash flow pricing approach. (i.e. More...- rajeshtr
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- mbs price psa
- Replies: 2
- Forum: P2.T5. Market Risk Measurement & Management
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Tuckman - Mortgages and MBS
Is there a video tutorial available for this topic? also its exam relevance ?- Rohit
- Thread
- mbs mortgage-backed securities tuckman
- Replies: 3
- Forum: P1.T3. Financial Markets & Products