Difference between revisions of "Prepayment Risk Model"
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== Definition == | == Definition == | ||
| − | A '''Prepayment Risk Model''' is a specialized quantification framework that aims to estimate the range of future realizations of [[Prepayment]] in a variaty of loan or other fixed income portfolios and thereby help manage [[ | + | A '''Prepayment Risk Model''' is a specialized quantification framework that aims to estimate the range of future realizations of [[Prepayment]] in a variaty of loan or other fixed income portfolios and thereby help manage [[Prepayment Risk]] |
[[Category:Prepayment Risk Models]] | [[Category:Prepayment Risk Models]] | ||
Revision as of 15:15, 1 December 2022
Definition
A Prepayment Risk Model is a specialized quantification framework that aims to estimate the range of future realizations of Prepayment in a variaty of loan or other fixed income portfolios and thereby help manage Prepayment Risk
