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Check all that is true about the SDA default model: The SDA takes into account the month since origination SDA function for defaults takes the
Check all that is true about the SDA default model: The SDA takes into account the month since origination SDA function for defaults takes the same shape as a PSA function for prepayments Under the 100% SDA assumption no one defaults when their mortgage is a few months away from being paid out If you know the beginning pool balance and assume a 200% SDA, you can calculate what the CDX is for each month SDA stands for standard default assumption If you know the beginning pool balance and assume a 200% SDA, you can calculate what the CDR is for each month Check all that is true about the SDA default model: The SDA takes into account the month since origination SDA function for defaults takes the same shape as a PSA function for prepayments Under the 100% SDA assumption no one defaults when their mortgage is a few months away from being paid out If you know the beginning pool balance and assume a 200% SDA, you can calculate what the CDX is for each month SDA stands for standard default assumption If you know the beginning pool balance and assume a 200% SDA, you can calculate what the CDR is for each month
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