Overview of Mortgage Backed Securities Market
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Über den Vortrag
Der Vortrag „Overview of Mortgage Backed Securities Market“ von Edu Pristine ist Bestandteil des Kurses „Archiv - Market Risks“. Der Vortrag ist dabei in folgende Kapitel unterteilt:
- AIM Statements
- Evolution of the MBS Market
- Types of MBS
- Loan Progress from Application to Agency Pooling
- Trading Pass Through Securities
- Dollar Roll Transaction
- Dollar Roll to Trade Special
- Pricing Mortgage Products
- Cash Flow Structuring for Investors
Dozent des Vortrages Overview of Mortgage Backed Securities Market
Edu Pristine
Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture.EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.
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Auszüge aus dem Begleitmaterial
... and adjustable rate and private label MBS pools, pass-trough's, CMOs, and mortgage strips. Explain how a loan progresses from application to agency pooling. Describe MBS market structure and the ...
... to issue more loans. With the growth of MBS market, many mortgage loans of similar characteristics are grouped together. ...
... are traded based on coupon rate. Some of the interest cash flows are used for servicing and credit support payment. Guarantee fees ...
... are paid to the government agencies over the time to insure the loan. Coupons will change over ...
... No guarantee fee is involved in private label pools. In these securities, method of subordination is used ...
... Private Label Mortgage Strips. WAC IO's and WAC PO's exist only in private label market. Annual coupon rate for these securities depends upon market conditions. ...
... Agency Pooling: There are four steps involved in MBS creation. 1. Application is taken ...
... involves identifying the security and establishing a price. Actual pools are not revealed to the investor until immediately before the settlement. 3. Stipulated trade is ...
... settlement months and sells those same positions for another month at the same time. How to value a Dollar Roll. The process involves calculating the income and expenses over the holding period. ...
... roll is trading special. Factors that can cause dollar roll to trade special are: 1. Decrease in back month ...
... the MBS sector. The optimal coupon rate for a fixed rate MBS depends on the pass through prices of different coupons, base servicing fees, excess servicing fees, guarantee fees and origination fees. ...
... different reasons. These financial institutions have different cash flow needs. Because of its flexible nature, ...
