Scenario Dashboard: Rates, Speeds, WAL and Negative Convexity
This lesson is part of the course
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Lessons in this course
- The Mortgage Pool: Level Payments, Interest and Scheduled Principal Pro
- Prepayment Speeds: CPR, SMM and Prepaid Principal Pro
- Seasoning Ramps and Speed Multiples: 50%, 100%, 200% Pro
- Pass-Through Cash Flows: Servicing and Guarantee Fees Pro
- Weighted Average Life at Different Speeds Pro
- Price and Yield: Discounting the Pool's Cash Flows Pro
- Sequential Tranches: Who Gets the Principal First Pro
- Scenario Dashboard: Rates, Speeds, WAL and Negative Convexity Pro