former

Thanks.

Re: MBS Risks
Posted by: volkovv (IP Logged)
Date: May 31, 2008 12:50AM


here is the acronym, courtesy of sticky

SIMPLY (but with the L changed to V)

S = Spread risk
I = Interest rate risk
M = Model risk
P = Prepayment risk
V = Volatility risk
Y = Yield curve risk