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Hi David, Though your posts above helps in understanding MBS, I wish to quantify very basic aspects: - I wish to measure how drop in loan interest rates leads to prepayment. I will ultimately use this as behavioral analysis for determining prepayment percentage and tenor and use it for ALM...

Hi David, I am studying prepayment risk on housing loan with focus on impact on liquidity gaps of a bank. I wish to apply behavioral analysis of 1. when prepayment would happen (eg. 20% in year 5, 30% in year 10 and 50% in year 15) for a fixed tenor year loan (say 30 years) and 2. how much...