Difference between revisions of "FFIEC Down Prepay Speed"
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== Definition == | == Definition == | ||
− | '''FFIEC Down Prepay Speed''' | + | '''FFIEC Down Prepay Speed''' denotes the [[Public Securities Association]] (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario. |
− | |||
== Issues and Challenges == | == Issues and Challenges == | ||
− | + | Three PSA terms are differentiated by the fact that they reference 3 different prepayment models, so each of these will refer to a sub-type of the term "Loan Pool Prepayment Model". | |
== Disclaimer == | == Disclaimer == | ||
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[[Category:Debt Analytics]] | [[Category:Debt Analytics]] | ||
+ | [[Category:Prepayment Risk]] | ||
{{#set: isDefinedBy | https://spec.edmcouncil.org/fibo/ontology/MD/DebtTemporal/DebtAnalytics/index-en.html }} | {{#set: isDefinedBy | https://spec.edmcouncil.org/fibo/ontology/MD/DebtTemporal/DebtAnalytics/index-en.html }} | ||
__SHOWFACTBOX__ | __SHOWFACTBOX__ |
Latest revision as of 16:41, 1 December 2022
Definition
FFIEC Down Prepay Speed denotes the Public Securities Association (PSA) speed used for the underlying collateral for cash-flow calculations in the "down 300" scenario.
Issues and Challenges
Three PSA terms are differentiated by the fact that they reference 3 different prepayment models, so each of these will refer to a sub-type of the term "Loan Pool Prepayment Model".
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.