DEALER-MEDIAN PREPAYMENT SPEED
The median value of all Wall Street securities dealers' prepayment speed estimates for the underlying mortgages used to form mortgage-backed securities. The prepayment speed estimates used by banks and other regulated financial enterprises to value and manage mortgage-backed security portfolios are a concern to regulators. To that end, dealer-median speeds are widely used as conservative estimates. The dealer-median prepayment speed is an important consideration, as it is the median measure of how fast mortgage borrowers will prepay their mortgages. Prepayment speed estimates are also a very important variable in mortgage-backed securities valuation and analysis. Investors and traders compete to develop more accurate proprietary models in order to outperform each other in the broader market.
POPULAR TERMS
Liquidity Adjustment Facility
Data Warehousing
One-Tailed Test
Less-than-Truckload
Original Cost
POPULAR ARTICLE
SEE FOREX TUTORIAL
Retirement Planning: Maximizing the Power of Compounding
How Much Does a Home Remodeling Cost?
Digesting Financial Statements: Working Capital
Starting Your Own Small Business: Financing a Business
Digesting Financial Statements: Pension Plans
ECONOMIC CALENDAR
| Time | Country | Indices | Period |
|---|---|---|---|
| 02:30 | PMI Manufacturing | Nov | |
| 02:30 | Company Operating Profits | 3 quarter | |
| 02:30 | ANZ Jobs Advertisements | Nov | |
| 03:45 | Markit Final Manufacturing PMI | Nov | |
| 07:30 | Commodity Prices | Nov | |
| 09:30 | Retail Sales | Oct | |
| 10:15 | PMI Manufacturing | Nov | |
| 10:45 | PMI Manufacturing | Nov | |
| 10:50 | PMI Manufacturing | Nov |
