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Pool Factor

Categoria — Parametri dell'emissione

Pool Factor is a measure of the remaining amount of the original loan in an asset-backed security (ABS), expressed as a numerical coefficient from zero to one. An indicator equal to one represents the amount of the initial loan, and as payments are made, it tends to zero.

The Pool Factor is calculated by dividing the outstanding principal balance (outstanding face value) by the original principal balance (original face value).

This term is usually applied to mortgage-backed bonds (MBS) and allows the investor to determine the fair market price of the mortgage-backed security. The Pool Factor shows how much of the loans covered by the security have not yet been repaid. Also, if at any particular stage the ratio is lower than expected, it can be a signal of fast repayment of loans and the possibility that some mortgages have been repaid in full. This reduces the number of loans covered by the pool and increases the risk of default by any mortgage holder.

In the US, for mortgage bonds, the Pool Factor is published monthly by US government agencies Freddie Mac, Fannie Mae and Ginnie Mae.

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