pool factor in mbs

mbs, factor, mortgage, top

What is a pool factor in mortgage backed securities? Please refer to p425 of V5. At the top of exhibit 1.

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发表于 2011-7-13 15:24 | 只看该作者

Pool factor = Outstanding Mortgage Balance now/Total Initial Mortgage outstanding.

Say initial mortgage pool was 10 million$ and 40% have paid back, then 6 million $ is outstanding. So pool factor = 60%.

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pool factor in mbs

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