The Prepayment Analysis report provides an analysis of the impact of pending vendor cash flows or prepayment speeds for currently held positions. It allows you to identify potential book value amortization adjustments for loan backed securities. The report displays the current amortization (local and base) values and current amortized cost (local and base values), as well as the what-if amortization values and amortize cost values and the difference between the calculated and projected values. The report retrieves the current amortization values as of the effective date and projects amortization based upon those records that have either prepayment assumptions (CPR, PSA, ABS values) or third-party cash flows in a pending status for that effective date of the report. The report calculates and projects the impact of third-party cash flows or prepayment assumptions on amortization, yield, and amortized cost for the effective date of the report run.
Grid and advanced report views available for this report include:
- Name. This view displays
- Name. This view displays
- Name. This view displays
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WRITERS NOTE: need info about grid and advanced view names and descriptions |
To create the Prepayment Analysis report:
- In Accounting Center, in the left navigation pane, click Reports > Investment Accounting Reports > Income > Prepayment Analysis Report.
You see the Prepayment Analysis Report panel. - Complete the options on the Prepayment Analysis Report panel.
- Under Result Options, click Advanced Report or Grid Report.
- Click Submit.
The report results appear on your desktop for the view selected.
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Prepayment Analysis Report Panel Options
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