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  • Securitized Assets - Cash Flow Traits
    modeled traditionally, but are worth looking at. The primary one is the economy. The economy is difficult to ... more. 1. Interest Differential - There are two primary forces that model the prepayment speeds: either ...

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    • Authors: Paul Haley, Michel Perreault, Peter A Minton, W David Woolford
    • Date: Apr 1991
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments