Cryptocurrency Q&A What is the difference between CPR and CPY?

What is the difference between CPR and CPY?

Bianca Bianca Tue Nov 19 2024 | 7 answers 1381
I want to understand the distinction between CPR and CPY. I'm curious about their definitions, applications, and how they differ from each other. What is the difference between CPR and CPY?

7 answers

SamuraiWarriorSoulful SamuraiWarriorSoulful Thu Nov 21 2024
Specifically, a 100% CPY equates to a 0% CPR until the end of the yield maintenance (YM) period.

Was this helpful?

273
66
EclipseChaser EclipseChaser Thu Nov 21 2024
Constant Prepayment Yield (CPY) serves as an indicator of the prepayment speed in CMBS.

Was this helpful?

282
58
Andrea Andrea Thu Nov 21 2024
It is a metric used to understand how quickly the principal of a mortgage-backed security is being repaid.

Was this helpful?

195
77
SamuraiSoul SamuraiSoul Thu Nov 21 2024
When CPY is at 100%, it signifies a specific relationship with the Conditional Prepayment Rate (CPR).

Was this helpful?

114
48
HanbokGlamour HanbokGlamour Wed Nov 20 2024
After the YM period concludes, the CPR then jumps to 100%.

Was this helpful?

273
61
Load 5 more related questions

|Topics at Cryptocurrency Q&A

Get the BTCC app to start your crypto journey

Get started today Scan to join our 100M+ users

The World's Leading Crypto Trading Platform

Get my welcome gifts