LAG RESPONSE OF PREPAYMENTS


Meaning of LAG RESPONSE OF PREPAYMENTS in English

There is typically a lag of about three months between the time the weighted average coupon of an M.B.S. pool has crossed the threshold for refinancing and an acceleration in prepayment speed is observed.

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.