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From Open Risk Manual
A user with 36,358 edits. Account created on 4 September 2018.
1 December 2022
- 16:4116:41, 1 December 2022 diff hist +770 FFIEC Up Prepay Speed No edit summary current
- 16:4116:41, 1 December 2022 diff hist +994 FFIEC Down Prepay Speed No edit summary current
- 16:4016:40, 1 December 2022 diff hist +785 TAC Tranche No edit summary current
- 16:3916:39, 1 December 2022 diff hist +287 N Public Securities Association Created page with "== Definition == '''Public Securities Association''' denotes an industry convention for quantifying prepayment rates. Under the convention prepayment rates increase linearly..." current
- 16:3616:36, 1 December 2022 diff hist +924 Maturity Equivalent PSA No edit summary current
- 16:3416:34, 1 December 2022 diff hist +239 N Reduced Form Models Created page with "== Definition == '''Reduced Form Models''' are model that do not explicitly incorporate theoretical assumptions about the behavior of underlying variables affecting prices (in..." current
- 16:3316:33, 1 December 2022 diff hist +1,119 Structural Credit Models No edit summary current
- 16:3116:31, 1 December 2022 diff hist +837 Refinancing Incentive No edit summary current
- 16:0516:05, 1 December 2022 diff hist +1,362 Seasoning No edit summary current
- 16:0316:03, 1 December 2022 diff hist +207 N Single Month Mortality Created page with "== Definition == '''Single Month Mortality''' (SMM) is a term used in the context of Prepayment Risk and it denotes the monthly prepayment rate based on the current balanc..." current
- 16:0216:02, 1 December 2022 diff hist +925 Absolute Prepayment Rate Formula No edit summary current
- 16:0116:01, 1 December 2022 diff hist +1,358 Absolute Prepayment Rate No edit summary current
- 16:0016:00, 1 December 2022 diff hist +1,771 Weighted Average Life No edit summary current
- 15:4615:46, 1 December 2022 diff hist +973 Thrift Institution No edit summary current
- 15:1915:19, 1 December 2022 diff hist +141 Category:Prepayment Risk Models No edit summary current
- 15:0815:08, 1 December 2022 diff hist +461 Burnout No edit summary current
- 13:5613:56, 1 December 2022 diff hist +868 Behavioural Risk No edit summary current
- 13:5113:51, 1 December 2022 diff hist +934 Repayments Of Borrowings No edit summary current
- 13:5013:50, 1 December 2022 diff hist +874 Asset and Liability Management No edit summary current
- 13:5013:50, 1 December 2022 diff hist +2,494 ALM Manager No edit summary current
- 13:4813:48, 1 December 2022 diff hist +187 Early Payment No edit summary current
- 13:4713:47, 1 December 2022 diff hist +1,292 Interest Only Strip No edit summary current
- 13:4613:46, 1 December 2022 diff hist +736 Mortgage Pool No edit summary current
- 13:4513:45, 1 December 2022 diff hist +1,167 Pool Paydown Rate No edit summary current
- 13:4313:43, 1 December 2022 diff hist +1,027 Cash Asset Backed Security Instrument No edit summary current
- 13:3313:33, 1 December 2022 diff hist +1,020 Constant Prepayment Rate No edit summary current
- 13:3213:32, 1 December 2022 diff hist +723 Prepayment Speed No edit summary current
- 13:3013:30, 1 December 2022 diff hist +770 Loan Prepayment Terms Set No edit summary current
- 13:2913:29, 1 December 2022 diff hist +811 Loan Ongoing Prepayment Terms No edit summary current
- 13:2813:28, 1 December 2022 diff hist +703 Loan Prepayment Status No edit summary current
- 13:2213:22, 1 December 2022 diff hist +982 Loan Early Prepayment Soft Penalty Terms No edit summary current
- 13:2113:21, 1 December 2022 diff hist +985 Loan Early Prepayment Hard Penalty Terms No edit summary current
- 13:1813:18, 1 December 2022 diff hist +822 Loan Prepayment Formula No edit summary current
- 13:1413:14, 1 December 2022 diff hist +3,050 Mortgage No edit summary current
- 13:1413:14, 1 December 2022 diff hist +1,368 Competing Risks No edit summary current
- 13:1313:13, 1 December 2022 diff hist +2,665 Expected Life No edit summary current
- 13:1213:12, 1 December 2022 diff hist +1,911 Residential MBS No edit summary current
- 13:1113:11, 1 December 2022 diff hist +722 Loan Early Prepayment Terms No edit summary current
- 13:0113:01, 1 December 2022 diff hist +71 N Category:Prepayment Risk Created page with "Articles relating to Prepayment Risk Category:Optionality Risk" current
21 November 2022
- 21:0221:02, 21 November 2022 diff hist +600 Simulation No edit summary current
- 20:5520:55, 21 November 2022 diff hist +421 Sampling No edit summary current
- 20:5520:55, 21 November 2022 diff hist +1,192 Hazard Rate Based Credit Portfolio Models No edit summary current
- 20:5420:54, 21 November 2022 diff hist +249 Full Test No edit summary current
- 20:5420:54, 21 November 2022 diff hist +712 Copula Based Credit Portfolio Models No edit summary current
- 20:5420:54, 21 November 2022 diff hist +4,573 How to Generate Correlated Random Numbers No edit summary current
- 20:5220:52, 21 November 2022 diff hist +1,615 Credit Rating Model No edit summary current
- 20:5120:51, 21 November 2022 diff hist +1,497 Credit Value at Risk No edit summary current
- 20:5120:51, 21 November 2022 diff hist +545 Quantitative Model No edit summary current
- 20:5120:51, 21 November 2022 diff hist +925 Missing Data Imputation No edit summary current
- 20:5020:50, 21 November 2022 diff hist +246 Simulation Exercise No edit summary current