| Median Dealer Prepayment Forecasts | IRRSA 5.0.0 |
| Given interest rate shifts of up to +/-3% |
| Interest Rate Shifts | ||||||||
|---|---|---|---|---|---|---|---|---|
| Description | Coupon | -3% | -2% | -1% | 0% | +1% | +2% | +3% |
| As of | ||||||||
| Bloomberg Median Prepayment Speed is a model that serves as a benchmark for mortgage-backed security (MBS) prepayment assumptions. This model looks to the specifics of the contributing dealer's models. When median assumptions are used for analysis, the Bloomberg service scans all of the contributors' prepayment assumptions and chooses the speed in the middle. | ||||||||