CPR

CFA Level II Fixed Income
#1

Hi

Anybody can confirm that pls ?

CPR (From 1 to 30 Months): PSA x 0,2 x n/30

CPR (From +30 Months): PSA x 0,6

Thanks

#2

0.6×month/30xpsa/100 try applying this to every question.

#3

No; it’s CPR =

  • PSA × 0.2% × n (= PSA × 6.0% × n/30), for months 1 to 30
  • PSA × 6.0%, for months 31+

Here’s an article I wrote on this that may be of some help: http://financialexamhelp123.com/cpr-vs-smm-vs-psa/.

#4

thanks a lot

#5

D’accord.