Weighted-Average Maturity это:

Weighted-Average Maturity
(средневзвешенный срок погашения)
показатель дюрации пула кредитов, определяемый как сумма выраженных в месяцах сроков погашения кредитов, умноженная на долю непогашенного основного долга по такому кредиту в совокупном непогашенном основном долге такого пула.

Ипотека. Словарь терминов. . 2011.

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

  • weighted-average maturity — ( WAM) The average of the time remaining until the contractual maturity date for the loans in an MBS pool weighted by the size of each loan. Expressed in months. American Banker Glossary The weighted average maturity of an MBS is the weighted… …   Financial and business terms

  • weighted average maturity — The weighted average maturity of an MBS is the weighted average of the remaining terms to maturity ( term to maturity) of the mortgages underlying the collateral pool at the date issue, using as the weighting factor the balance of each of the… …   Financial and business terms

  • Weighted average maturity — The WAM of a MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date of issue, using as the weighting factor the balance of each of the mortgages as of the issue date. The New… …   Financial and business terms

  • Weighted Average Maturity - WAM — The weighted average of the time until all maturities on mortgages in a mortgage backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity. Also known as average effective… …   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 Average Remaining Term - WART — The remaining life of an asset backed security or a mortgage backed security. It is measured in months, and is used to denote the remaining maturity of the mortgages or assets that comprise a pool. The weighting factor used in calculating this… …   Investment dictionary

  • Weighted Average Loan Age - WALA — A dollar weighted average measuring the age of the individual loans in a mortgage pass through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with… …   Investment dictionary

  • Weighted average cost of capital — The weighted average cost of capital (WACC) is the rate that a company is expected to pay to finance its assets. WACC is the minimum return that a company must earn on existing asset base to satisfy its creditors, owners, and other providers of… …   Wikipedia

  • Weighted average remaining maturity — The average remaining term of the mortgages underlying a MBS. The New York Times Financial Glossary …   Financial and business terms

  • weighted average remaining maturity — The average remaining term of the mortgages underlying a MBS. Bloomberg Financial Dictionary …   Financial and business terms


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