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MSCI Agency Fixed Rate MBS Prepayment Model Version 2.0
Apr 20, 2021
This Model Insight document describes the details of the new MSCI Agency Fixed Rate MBS Prepayment Model Version 2.0 (MSCI2.0) focusing on the changes as compared to the previous version model - The MSCI Agency Fixed Rate MBS Prepayment Model Version version 1.0 (MSCI1.0) .
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Research authors
- Yihai Yu, Executive Director, MSCI Research