Weighted-Average Coupon это:

Weighted-Average Coupon
(средневзвешенный купон)
средневзвешенная процентная ставка по пулу кредитов или ценных бумаг, вычисляемая путем умножения процентной ставки по каждому кредиту или ценной бумаге на долю непогашенного основного долга по такому кредиту или ценной бумаге в совокупном непогашенном основном долге пула.

Ипотека. Словарь терминов. . 2011.

Смотреть что такое "Weighted-Average Coupon" в других словарях:

  • weighted-average coupon — ( WAC) The average interest rate charged to mortgage loan borrowers in an MBS pool weighted by the size of each loan. Individual loans in an MBS pool will not usually have the same rates of interest. For example, FNMA pools may have mortgages… …   Financial and business terms

  • Weighted average coupon — The weighted average of the gross interest rate of the mortgages underlying the pool as of the pool issue date, with the balance of each mortgage used as the weighting factor. The New York Times Financial Glossary * * *    The weighted average… …   Financial and business terms

  • weighted average coupon — ( WAC) The weighted average of the gross interest rates of mortgages underlying a pool as of the pool issue date; the balance of each mortgage is used as the weighting factor. Bloomberg Financial Dictionary * * *    The weighted average coupon… …   Financial and business terms

  • Weighted Average Coupon - WAC — The weighted average gross interest rates of the pool of mortgages that underlie a mortgage backed security (MBS) at the time the securities were issued. A mortgage backed security s current WAC can differ from its original WAC as the underlying… …   Investment dictionary

  • Weighted-Average Life — The Weighted Average Life (WAL) of an amortizing loan or amortizing bond, also called average life, [ [http://www.pimco.com/LeftNav/BondResources/Glossary/ PIMCO glossary] ] is the weighted average of the times of the principal repayments : it s… …   Wikipedia

  • Weighted — A mathematical process by which figures and/or components are adjusted to reflect importance by value or proportion. A weighted average, for example, takes into account the proportional relevance of each component, instead of measuring each… …   Investment dictionary

  • WAC — weighted average coupon (WAC) The average interest rate charged to mortgage loan borrowers in an MBS pool weighted by the size of each loan. Individual loans in an MBS pool will not usually have the same rates of interest. For example, FNMA pools …   Financial and business terms

  • WACC — Weighted Average Cost Of Capital (Business » Accounting) ** World Association for Christian Communication (Community » Religion) * Conference on Work activities Coordination and Collaboration (Community » Conferences) * Weighted Average Costs Of… …   Abbreviations dictionary

  • Mortgage-backed security — Securities Securities Bond Stock Investment fund Derivative Structured finance Agency security …   Wikipedia

  • threshold for refinancing — The point when the weighted average coupon of an MBS is at a level to induce homeowners to prepay the mortgage in order to refinance to a lower rate mortgage, generally reached when the weighted average coupon of the MBS is 2 percentage points or …   Financial and business terms


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