FFIEC Up Prepay Speed

From Open Risk Manual

Definition

FFIEC Up Prepay Speed the Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "up 300" scenario.

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.