Italian RMBS To Overcome All-Time Low Prepayment Rates, Says Fitch

30 Jul 2013

Italian mortgage prepayment rates hit an all-time low at the end of 2012, Fitch Ratings said this week.

Italian mortgage prepayment rates hit an all-time low at the end of 2012, Fitch Ratings said this week. Deleveraging in Italian RMBS should, however, be enough to negate any negative carry that may occur as a result.

The weighted average prepayment rate of Fitch-rated transactions reached 1.7% in ...

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