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Start Over Author "Mozer, Peter A." Journal journal of risk finance (euromoney institutional investor plc)
1 results on '"Mozer, Peter A."'

1. Match Funding Prepayable Assets with Callable Debts Using Simulated Prepayment Bounds.

Author

Shinjun Liu and Mozer, Peter A.

Subjects
FINANCE, PREPAYMENT of debts, ASSETS (Accounting)
Abstract

Describes the development of a general framework to match funding prepayable assets with callable debts using prepayment bounds simulation. Factors to consider in the management of prepayment risk and prevent significant asset and liability mismatch; Details of solutions to problems related to prepayable assets; Application of the simulated prepayment bound solution.

Published
2003
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