Weighted average maturity


 

Home
Site Map
Add Term
Search
About Us
Contributors

Weighted average maturity

The weighted average maturity of an MBS is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date issue, using as the weighting factor the balance of each of the mortgages as of the issue date.



Weighted average maturity

Similar Matches

Capitalization Weighted Index

Capitalization Weighted Index

A stock index which is computed by adding the capitalization (float times price) of each individual stock in the index, and then dividing by the divisor. The stocks with the largest market values have the heavist weighting in the index. See also Float, Divisor.


Price weighted index

Price weighted index

An index giving a greater influence to higher-valued stocks by weighting all component stocks by their price.


Volume weighted average price

Volume weighted average price

A calculation performed by the London Stock Exchange to set closing prices for shares traded on the SETS order book system.In simple terms, the value of trades is divided by the volume over a given period. The LSE uses a closing 10 minute VWAP to set closing prices on SETS.


Import-weighted average tariff

Import-weighted average tariff

See trade weighted average tariff.


Trade-weighted average tariff

Trade-weighted average tariff

The average of a country's tariffs, weighted by value of imports. This is easily calculated as the ratio of total tariff revenue to total value of imports.


Further Suggestions

Market value weighted index
Weighted average remaining maturity
Weighted average life
Weighted average Coupon
Trade-weighted exchange rate


 
All rights Reserved. Do not copy without permission. T4 Innovations Ltd