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In finance, a pool factor is the amount of the initial principal of the underlying mortgage loans that remain in a mortgage-backed security transaction. It is expressed as a factor of one that is used to indicate the remaining principal balance. Pool factors are only used to describe specific classes of securities, namely pooled asset-backed securities (ABSs) and mortgage-backed securities (MBSs) whose component payments are returned to investors on a monthly basis.〔http://www.investopedia.com/terms/p/poolfactor.asp Investopedia:Pool Factor〕 Pool factors are published monthly in the US for Ginnie Mae, Fannie Mae, and Freddie Mac mortgage-backed securities.〔http://www.forbes.com/tools/glossary/search.jhtml?term=pool_factor Forbes Financial Glossary: Pool Factor〕 ==Calculation== To calculate the pool factor, : For example, a pool factor of 0.523 indicates that for each note of $10,000, $4,770 of principal has been repaid. If one multiplies the original face value of mortgage back security with the pool factor we get the current face value. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Pool factor」の詳細全文を読む スポンサード リンク
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