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- Mortgage Prepayment Analysis - HELOC Retention Marketing Application
- A large bank is trying to better manage their cash-flows from their mortgage portfolio by trying to identify segments or tranches within their portfolio of consumer loans that have a high probability of closing their loans or using market parlance "Prepay" their loans. They especially wanted to focus on Home...
- White papers 2008-02-14
Additional Resources
- Stay, Pay, or Walk Away: A Hazard Rate Analysis of Federal Housing Administration–Insured Multifamily Mortgage Terminations
- "This study presents a competing-risk proportional hazard model of Federal Housing Administration FHA–insured multifamily mortgage prepayment and claim behavior. Estimates of multifamily prepayment and claim hazards in a competing-risk framework are provided. A bivariate Heckman-Singer nonparametric random effects distribution is used to control for unobserved heterogeneity in the...
- White papers 2003-01-01
- The Right to Prepay: A Complex Analysis for Financial Engineers
- This paper highlights a case study on fixed Income. Determining when to prepay on a debt contract at a fixed price is a problem frequently encountered in finance. The net value of each future prepayment right can be estimated in different ways. One method is to employ simulations. However, it...
- Case studies
- Prepaid services must be fully completed to use 3 1/2-month rule.
- At the end of year 1, T enters into a 12-month service contract with X. Under the contract, X will provide services to T until the end of year 2. At the end of year 1, when the contract is executed, T makes a prepayment to X...
- Research articles 2007-08-01
- Financial Regulation and Supervision after the Crisis: The Role of the Federal Reserve
- At the Federal Reserve Bank of Boston 54th Economic Conference, Chatham, MassachusettsOctober 23, 2009 The theme of the Federal Reserve Bank of Boston's Economic Conference this year–reevaluating regulatory, supervisory, and central banking policies in the wake of the crisis–is certainly timely. Not much more than a year ago, we and...
- News items 2009-10-23
- Woodhead Behavior & The Pricing Of Residential Mortgages
- Mortgage terminations arise because borrowers exercise options. This paper investigates the apparently irrational behavior of those borrowers who do not terminate their mortgages even when the exercise value of the option is deeply in the money.The article develops an option-based empirical model to analyze this phenomenon -- the behavior of...
- White papers 2002-12-01
- MoneyGram International, Inc. Q3 2007 Earnings Call Transcript
- Question-and-Answer Session Operator [Operator Instructions]. And your first question comes from the line of Kartik Mehta. Please proceed. Kartik Mehta - FTN Midwest Research Good afternoon. Philip W. Milne - Chairman, President and Chief Executive Officer Good afternoon, Kartik. Kartik...
- Earnings calls 2007-10-17
- CIT Group, Inc. F3Q07 (Qtr End 09/30/07) Earnings Call Transcript
- Question-and-Answer Session Operator Thank you. [Operator Instructions]. And our very first question will come from the line of James Fotheringham with Goldman Sachs. Please proceed. James Fotheringham - Goldman Sachs Thank you. Jeff, could you give an update on your plans to IPO the aircraft...
- Earnings calls 2007-10-17
- Annaly Capital Management Q2 2009 Earnings Call Transcript
- Question-and-Answer SessionOperator Operator Instructions Your first question comes from Bose George - KBW. Bose George - KBW I had a question on the dollar amount and the yield of the securities you purchased during the quarter. I was wondering if that was one of the drivers of the slightly...
- Earnings calls 2009-08-05
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