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 Mortgage Tranche Returns and Prepayment/default/interest 
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Joined: 02 May 2016
Posts: 1
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
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