Mortgage Duration A change in the standard duration that reflects the effects of interest rate changes on the MBS duration. When interest rates change, prepayment speed changes, and this affects the duration of a MBS. … [Read more...]
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Mortgage Duration A change in the standard duration that reflects the effects of interest rate changes on the MBS duration. When interest rates change, prepayment speed changes, and this affects the duration of a MBS. … [Read more...]