Resources

FINCAD offers the most transparent solutions in the industry, providing extensive documentation with every product. This is complemented by an extensive library of white papers, articles and case studies.

Prepayment Risk (MBS)

The uncertainty that cash flows in a Mortgage Backed Security will be affected because the borrowers (mortgagors) will accelerate their principal payments in order to refinance when interest rates drop. Usually prepayments are more prevalent when interest rates are high which is not to the investor’s advantage as they are receiving interest payments based on the amount of principal. Prepayments also shorten the maturity of the investment.

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F3 Video

The next generation of powerful valuation and risk solutions is here.

Brochure

F3 Brochure

Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.