Tag Archives: Mortgage-Backed Securities

Fast Formulas #3: Pool Average Life with CPR Prepayments

Fast Formulas #2: Average Life of Mortgage (Amortizing with Balloon) presented a compact formula for calculating the average life of a mortgage that pays as scheduled until it is paid off with a “balloon” payment before the scheduled end of its term.  It occurred to … Continue reading

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CMBS Analytics

QuantumRisk now offers Property Risk Analytics Reports that analyze more than 100,000 commercial properties nationwide. If you click on the previous link you can find an overview and some sample reports.

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