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Prepayment risk - Financial definition

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Translations:      FR  risque de prĂ©paiement (n.m.)     ES  riesgo de pago anticipado (n.m.)     DE  Vorauszahlungsrisiko (n.n.) 

Concise definition of the term prepayment risk

Refers to the risk in classic mortgage-backed securities that the mortgages in the pool will be repaid by borrowers quicker than expected (probably because interest rates have fallen making it attractive to repay fixed-rate mortgages).

Comprehensive definition of the term prepayment risk

Investors in the mortgage-backed securities will have to refinance at a lower interest rate.

Additional information related to this definition

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