Англо-русский экономический словарь.
Conditional prepayment rate — or CPR is a measure of the rate of payments from a bond that pays principal payments in excess of scheduled payments (so called prepayments). Such bonds include mortgage backed securities, CMOs, and ABS, which prepay at some rate usually… … Wikipedia
Conditional Prepayment Rate - CPR — A loan prepayment rate that is equal to the proportion of the principal of a pool of loans that is assumed to be paid off prematurely in each period. The calculation of this estimate is based on a number of factors such as historical prepayment… … Investment dictionary
Refinancing Risk — 1. The risk that an early unscheduled repayment of principal on mortgage backed securities(MBS) will occur when the underlying mortgages are refinanced by borrowers. All MBS buyers assume some level of prepayments in their initial yield… … Investment dictionary
Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia
