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2. 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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