LSEG Data & Analytics Logo
Analysis and Forecasts of UK Mortgage Prepayments

In 2022, the UK mortgage market moved from the stable environment it had enjoyed for over 12 years to a new territory with higher interest rates, rising affordability pressures for borrowers and declining house prices. As the need for a new macroeconomically centered mortgage prepayment model in the UK RMBS ecosystem arises, this paper analyses some results of our new UK Mortgage Prepayment Model

Submit your details to download our insight outlining some of the macroeconomic forecasts used in the modelling, along with certain topics such as refinance affordability and incentive-to-refinance.

Interested in a detailed breakdown of your fixed income portfolio’s risk factor exposures? By downloading the insights you will also qualify for a free trial and see how Yield Book helps you make informed investment decisions and effectively manage your fixed income portfolio.


By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.
For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.