标题: pool factor in mbs [打印本页]

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作者: d2rockstar    时间: 2011-7-13 15:24     标题: pool factor in mbs

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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作者: President1988    时间: 2011-7-13 15:24

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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