加权平均票面利率 (WAC) 是衡量作为抵押贷款支持证券 (MBS) 出售给投资者的抵押贷款池的回报率,是抵押贷款支持证券发行时底层抵押贷款的平均总利率。 底层抵押贷款的偿还期限不同,因此 WAC 代表其在发行时的回报…
As you can see in the screenshot, the formula returns exactly the same result as the calculation we did a moment ago. Notice the difference between the normal average returned by the AVERAGE function (C8) and weighted average (C9). Although the SUM formula is very straightforward and easy t...
Compared with the weighted average coupon rate of its underlying pool of mortgages, the pass- through rate on a mortgage pass- through security is: A.lower. B.the same. C.higher. 相关知识点: 试题来源: 解析 A A is correct. The coupon rate of a mortgage pass-through security is...
Sign up with one click: Facebook Twitter Google Share on Facebook Weighted average Coupon Acronyms The weighted average of the grossinterest ratesofmortgagesunderlyinga pool as of the poolissuedate; the balance of each mortgage is used as the weightingfactor. ...
random quadrature formula 随机求积公式 weighted hedge 加权避险指透过加权因素调整部位(*position)的大小,对不同到期日(*maturity date)及不同息票(*coupon)的证券所从事的避险操作。此通常发生于交易员必须用期货部位以避险现 weighted against 不利于... weighted average index 加权平均指数 weighted measure...
* Weighted average coupon (WAC) was between 0 percent and 26 percent lower for modified loans--approximately 3 percent lower on average, as shown in Figure 2. Unintended consequences Low Mortgage Coupons: The pool's weighted average coupon (WAC) is 4.58%, which is lower than the average for...
weighted average couponCFA I Fixed Income 12:51 (2X) 讲义中P415页讲的计算WAC是用mortgage coupon加权平均。这个题中怎么用CMBS的coupon加权平均呢?如何区分二者计算?添加评论 0 0 0 个答案 0 回答 0 关注 1 浏览 我要回答 关注问题 相关问题 证书...
Related to weighted summation: Weighted averagesum·ma·tion (sə-mā′shən) n. 1. The act or process of adding; addition. 2. A sum or aggregate. 3. A concluding argument after the presentation of a legal case, especially an argument made to a judge or jury by an attorney for ...
The weighted average coupon (WAC) is a measurement of the rate of return on a pool of mortgages that is sold to investors as a mortgage-backed security. What Is the Weighted Average Coupon (WAC)? The weighted average coupon (WAC) is a measurement of the rate of return on a pool of m...
What Is the Purpose of a Weighted Average? In calculating a simple average, orarithmetic mean, all numbers are treated equally and assigned equal weight. But a weighted average assigns weights that determine in advance the relative importance of each data point. In calculating a weighted average,...