weighted-average coupon rate

Weighted-Average Coupon Rate

The interest rate the holder of a mortgage-backed security is paid. It is calculated by taking the gross of the interest rates owed on the mortgages underlying the security and weighting them according to the percentage of the security that each mortgage represents. For example, if a very simple MBS is backed by three mortgages, one representing the gross interest rate and the other two representing one-quarter each, one gives twice the weight to the first mortgage when calculating the weighted average coupon. It is important to note that the weighted average coupon rate may change over the life of the MBS because different mortgage holders pay down their mortgages at different rates, changing the weights. See also: Prepayment risk.

weighted-average coupon rate

A valuation of mortgage loans pooled into a mortgage pass-through security and calculated by multiplying the amount of the mortgage that is outstanding by the weighting of each mortgage loan in the pool.

单词	weighted-average coupon rate
释义	weighted-average coupon rate Weighted-Average Coupon Rate The interest rate the holder of a mortgage-backed security is paid. It is calculated by taking the gross of the interest rates owed on the mortgages underlying the security and weighting them according to the percentage of the security that each mortgage represents. For example, if a very simple MBS is backed by three mortgages, one representing the gross interest rate and the other two representing one-quarter each, one gives twice the weight to the first mortgage when calculating the weighted average coupon. It is important to note that the weighted average coupon rate may change over the life of the MBS because different mortgage holders pay down their mortgages at different rates, changing the weights. See also: Prepayment risk. weighted-average coupon rate A valuation of mortgage loans pooled into a mortgage pass-through security and calculated by multiplying the amount of the mortgage that is outstanding by the weighting of each mortgage loan in the pool.
随便看	commander task force iraqi maritime commander, task group commander task unit commander, task unit commander third fleet commander, third fleet commander, training command atlantic, us atlantic fleet commander, uk nato air defense region commander undersea systems pacific commander, united states army forces commander, united states army space command commander, united states army task force commander, united states fleet air wing, mediterranean commander, united states forces, azores commander, united states forces, country commander, united states forces, japan commander, united states joint task force commander, united states marine forces commander, united states marine task force commander, united states military assistance command, thailand commander, united states military group commander united states naval air forces pacific commander united states naval central command commander, united states naval forces commander, united states naval forces central command - comfifthflt