Tag: mortgage-backed-securities
Concepts
- Agency vs Non-Agency Mortgage Securities
- Building and Calibrating a Prepayment Model
- Burnout, Turnover and Seasoning Effects
- Interest-Only and Principal-Only Strips
- MBS OAS and Monte Carlo Path Pricing
- Negative Convexity and MBS Hedging
- Prepayment S-Curves and Refinancing Incentive
- Specified Pools and Pay-Ups
- Subprime Underwriting and Layered Risk
- The 2008 Subprime and Housing Collapse
- The PSA Prepayment Benchmark and SMM
- The Servicer and Master Servicer Role