Despite historically low mortgage interest rates, borrower prepayments have been lower than expected over the past year. For example, a model based on prepayment data from 2000 through the beginning ...

- Prepayment propensity is an important indicator of a loan's future cash flow, itself a primary driver of value for mortgage-backed securities (MBS) and mortgage servicing rights (MSR) "Interest rate ...

As financial markets become more complex and regulations more stringent, accurately predicting customer behaviour becomes increasingly vital. This course explores various behavioural modelling ...