Prepayment risk
Published online only
Source: Operational Risk & Regulation
Comments period of proposed Fincen regulation finishes amid a torrent of criticism
Published online only
Source: Risk magazine
Popular risk mitigation strategies could be sunk by new rules on the designation of hedges
Published online only
Source: Risk magazine
Peter Jackel presents a model for the dynamics of fractional notional losses and prepayments on asset-backed securities for the valuation and risk management of derivatives, including waterfall structures...
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