View unanswered posts | View active topics It is currently 16 Aug 2018



Reply to topic  [ 1 post ] 
 Mortgage Tranche Returns and Prepayment/default/interest 
Author Message

Joined: 02 May 2016
Posts: 1
space
Hi, I know the basics of how they might affect the CMO as a whole but am unsure of how these factors might affect a particular tranche. For example I have tranche A,B,C and then an accrual tranche Z. Which tranche will do best if 1) prepayment rises, 2) default rates rise 3) interest levels fall and why?

thank you very much


02 May 2016
Profile
Display posts from previous:  Sort by  
Reply to topic   [ 1 post ] 

Who is online

Registered users: Google [Bot], Majestic-12 [Bot]


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB® Forum Software © phpBB Group

Copyright © 2004-2017 AnalystSpace.net. All Rights Reserved