Prepayment Risk Model
From Open Risk Manual
Revision as of 15:15, 1 December 2022 by Wiki admin (talk | contribs) (Created page with "== Definition == A '''Prepayment Risk Model''' is a specialized quantification framework that aims to estimate the range of future realizations of Prepayment in a variaty...")
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 Prepeyment Risk
