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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01466961: Modeling (DS10)

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Document discussing financial modeling assumptions related to pricing of IO (Interest Only) and PO (Principal Only) instruments. The excerpt addresses sensitivity of pricing to modeling assumptions and notes that IO instruments typically price at certain levels based on model-dependent factors.

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🔑 Evidence Keywords
modeling

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PersonKeyword
Excerpt 1
Pricing of IO and PO is highly model dependent Pricing of IO is highly sensitive to **modeling** assumptions - one of the reasons that IO typically price at

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