Main category
Economics (General Management)
Abstract
The proposed enhancement computes the constant liquidation rate for which the remaining principal balance at the month before the first maturing principal tranche is the same as remaining principal balance (RPB) using variable liquidation rate (Standard Vector). The MBS PE then also displays a warning message that a different constant equivalent liquidation rate was computed.
Further reading
https://ia904709.us.archive.org/13/items/liquidationMbs/liquidationMbs.pdf
Do you have problems viewing the pdf-file? Download presentation
here
If the presentation contains inappropriate content, please
report the presentation. You will be redirected to the landing page.
