Information and analytics provider CoreLogic and Amherst Holdings have jointly introduced Agency Prepayment Analyzer.

This online analysis tool allows fixed-income buysiders to assess and project both voluntary and involuntary (buyout) prepayment risk trends that are associated with agency MBS. Agency Prepayment Analyzer tracks the speeds at which the collateral underlying commonly-traded agency RMBS will prepay resulting from refinances and property sales or defaults which, in turn, prompt buybacks by Fannie Mae and Freddie Mac.

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