Tag Archive for: Banking

Pim Poppe’s column in the Financial Investigator is about the sudden rise of inflation, monetary policies, the covid-19 cycle and budget stimulus.

Pim Poppe’s column in the Financial Investigator is about stock market valuation, interest rates and ALM. Including the Shiller P/E ratio and Excess Cape Yield (ECY).

In this note we briefly review the main prepayment modelling methodologies, main factors affecting prepayment risk and outline some other related issues such as hedging of prepayment risk and the associated model risk.