Mortgage-Backed Securities Prepayment Calculator

Model MBS prepayment speeds using PSA (Public Securities Association) model. Calculate weighted average life, average life scenarios, OAS, and duration under different PSA prepayment speed assumptions.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Model MBS prepayment speeds using PSA (Public Securities Association) model. Calculate weighted average life, average life scenarios, OAS, and duration under different PSA prepayment speed assumptions

Each component has a specific meaning:

  • PSA model — The psa model recorded for the scenario being assessed.

Note: Interpret the mbs prepayment result against the thresholds and context described above.

How to Use

Enter the PSA model for the scenario you are assessing. Model MBS prepayment speeds using PSA (Public Securities Association) model. Calculate weighted average life, average life scenarios, OAS, and duration under different PSA prepayment speed assumptions. Use the mbs prepayment result to inform your calculation.

Frequently Asked Questions