Purpose – The purpose of this paper is to forecast variability in mortgage rates by using interval measured data and interval computing method. Design/methodology/approach – Variability (interval) forecasts generated by the interval computing are compared with lower- and upper-bound...

Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions and better estimate risk premia charged by banks on...

Purpose – The purpose of this paper is to identify effects of prepayment risk on performance of commercial banks in the USA. Understanding how various risks impact banks' performance can help to improve performance of financial institutions and better estimate risk premia charged by banks on...