Quarterly Update of the DMBS Model

News

09-07-2010

The prepayment model has been re-estimated and the new model will be used in the DMBS calculation setup starting on Monday, July 19th, 2010. The update also includes a change in the specification of the burnout function.

To give users of this service an idea of the effect of the change to the prepayment model prior to the update, we will contribute key figures from the new and current prepayment model on Reuters pages <DMBS121>, <DMBS122>, <DMBS123>, and <DMBS124>.

Comparison results will be contributed on an hourly basis each day in the week prior to the update of the model.

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Date	Header
DMBS
12-07-2010	New Specification of Burnout Function in the DMBS Model
09-07-2010	Quarterly Update of the DMBS Model
12-04-2010	Quarterly Update of the DMBS Model
11-01-2010	Quarterly Update of the DMBS Model
04-01-2010	Improved Calculation of Reference Spread for Non-Callables
12-10-2009	Quarterly Update of the DMBS Model
02-09-2009	The DMBS Display Template will be Changed
13-07-2009	Quarterly Update of the DMBS Model
08-04-2009	Quarterly Update of the DMBS Model
12-01-2009	Quarterly Update of the DMBS Model
27-11-2008	New Price Source in the ScanRate DMBS Model
03-11-2008	New Release of the ScanRate DMBS Model
20-10-2008	Quarterly Update of the DMBS Model
08-07-2008	Quarterly update of the DMBS model
14-04-2008	Quarterly update of the DMBS model
14-01-2008	Quarterly update of the DMBS model
22-10-2007	Quarterly update of the DMBS model
19-05-2005	Extended coverage in the DMBS Service
08-03-2004	The List of Generic MBSs has been Updated
13-06-2003	The DMBS calibration sample has been updated
27-01-2003	Update of the DMBS Model 2003 Q1
16-01-2003	Calibration in DMBS
16-01-2003	Changes to DMBS Pages

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