Overshooting
The tendency of a pool of MBSs to reflect an especially high rate or prepayments the first time it crosses the threshold for refinancing, especially if two or more years have passed since the date of issue without the WAC of the pool having crossed the refinancing threshold. |
Similar financial terms
Exchange rate overshootingA phenomenon whereby the exchange rate changes by more in the short run than it does in the long run when the money supply changes.
