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1. www.investopedia.com › terms › cConditional Prepayment Rate (CPR): Definition and ...

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   2023年7月31日 · A conditional prepayment rate (CPR) is an estimate of the percentage of a loan pool's principal that is likely to be paid off prematurely. The estimate is calculated...

2. zhuanlan.zhihu.com › p › 512918803ABS 的早偿率 - 知乎簡

   zhuanlan.zhihu.com › p › 512918803

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   条件早偿率（the Conditional Prepayment Rate，CPR）的定义是，当年提前偿还的本金占当年末计划应有的未偿还本金的比例。 条件早偿率（the Conditional Prepayment Rate，CPR）是用来计算早偿率最常用的指标，是以年利率形式或复利形式表示的SMM。

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   What is Conditional Prepayment Rate (CPR)?

   • Conditional Prepayment Rate (CPR) CPR is the annualized percentage of the existing mortgage pool that is expected to be prepaid in a year. This assumes a constant rate for prepayment, i.e., after every coupon, a constant percentage of the mortgages will be prepaid. This is also called the Constant Mortgage Mortality (CMM).

   Single Monthly Mortality (SMM) & Conditional Prepayment Rate (CPR

   financetrain.com/single-monthly-mortality-smm-conditional-prepayment-rate-cpr

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   What is the difference between CPR and prepayment?

   • This article will explain the difference between the two methods. The CPR is the percentage of mortgage security principal that is assumed to be paid off ahead of time each year. CPR is expressed as an annual percentage and measures prepayments as a percentage of the current outstanding principal balance.

   Prepayment Rate Assumptions The Difference between CPR and PSA

   www.ccbfinancial.com/assets/publications/10df416c-b073-44ea-abab-153bb7e7f712.pdf

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   How do interest rates affect prepayment rates?

   • As interest rates decrease, borrowers are more likely to refinance their mortgages, leading to higher prepayment rates. Conversely, during periods of rising interest rates, prepayment rates tend to decrease. Understanding CPR is crucial to accurately assess the risk associated with mortgage-backed securities and make informed investment decisions.

   Conditional Prepayment Rate (CPR): Definition And Calculation

   livewell.com/finance/conditional-prepayment-rate-cpr-definition-and-calculation/

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   What does a high prepayment rate mean?

   • A high prepayment rate means the debts associated with the security are being paid back at a faster rate than the required minimum. While this indicates that the investment is lower risk, since the amount that's owed is being paid back, it also means that the overall return on the investment is likely to be lower.

   Conditional Prepayment Rate (CPR): Definition and Calculation

   www.investopedia.com/terms/c/cpr.asp

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4. wiki.mbalib.com › zh-tw › 提前偿付率提前償付率 - MBA智库百科

   wiki.mbalib.com › zh-tw › 提前偿付率

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   2016年1月7日 · 提前償付率是指對抵押貸款轉手證券標的資產池在存續期內的提前償付金額占本金餘額的比率，這是一個估計值，有時也被稱為資產池的提前償付速度（Prepayment Speed），可以用於衡量抵押貸款轉手證券標的資產池的提前償付情形。

5. zhuanlan.zhihu.com › p › 260012669CFA1 45 资产支持型证券 - 知乎簡

   zhuanlan.zhihu.com › p › 260012669

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   conditional prepayment rate (CPR)：年化后的SMM SMM = 当月提前还款金额/月末未偿还本金余额，其实就是提前还款对月末本金的减少比率。 没有买卖就没有伤害，没有对比就没有意义，The Public Securities Association (PSA)就出了一个标准（benchmark），用CPR去和这个标准比，就 ...

6. financetrain.com › single-monthly-mortality-smm-conditionalSingle Monthly Mortality (SMM) & Conditional Prepayment ...

   financetrain.com › single-monthly-mortality-smm-conditional

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   Conditional Prepayment Rate (CPR) CPR is the annualized percentage of the existing mortgage pool that is expected to be prepaid in a year. This assumes a constant rate for prepayment, i.e., after every coupon, a constant percentage of the mortgages will be

7. livewell.com › finance › conditional-prepayment-rate-cprConditional Prepayment Rate (CPR): Definition And Calculation

   livewell.com › finance › conditional-prepayment-rate-cpr

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   2023年10月31日 · Conditional Prepayment Rate (CPR) is a metric used in the mortgage-backed securities market to estimate the rate at which borrowers will prepay their mortgage loans. By understanding and calculating CPR, investors and financial institutions can effectively assess risks, project cash flows, and determine the value of mortgage-backed ...

8. www.ccbfinancial.com › assets › publicationsPrepayment Rate Assumptions The Difference between CPR and ...

   www.ccbfinancial.com › assets › publications

   Markets have adopted two main benchmark methods that are used to calculate prepayment assumptions, CPR, which stands for Conditional Prepayment Rate and PSA, which stands for Public Securities Association. This article will explain the difference between the two methods.