Dutch prepayment rates hit 10 year low pushing out WALs for ‘A1’ tranches

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Dutch prepayment rates hit 10 year low pushing out WALs for ‘A1’ tranches

Prepayment rates in Dutch mortgages have reached a decade long low, increasing the weighted average lives of many fast-pay ‘A1’ RMBS tranches, Rabobank analysts have shown.

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