ISBN 13 : 978-0-19-878577-4

Contents :
Contributors : Bill Berliner, Adam Quinones, Anand K. Bhattacharya, David M.Lukach, Thomas Knox, Eliza Kwong, Anoop Lall, Sharon Brown-Hruska, Georgi Tsvetkov, Trevor Wagener, Andrew Carron, Anne Gron ,Thomas Schopflocher, Linda Lowell, Steve Banerjee, William Irving, Philip Obazee and Ion Dan, Glenn Schultz, Airat Chanyshev, Esther Bruegger, Erin McHugh, Cyrus Mohebbi, Raymond Yu, Marc Barakat, Paula Steisel Goldfarb, Cyrus Mohebbi, Raymond Yu, Ardeshir Shahmaei, Mark Adelson, Jordan Milev, Philip O. Obazee, Duane C. Hewlett, Ed Daingerfield, Rajashri (Priya) Joshi, Tom Davis, Bill McCoy, Jonathon Weiner, Faten Sabry, Ignacio Franceschelli, Drew Claxton, Eric M. Wang, Bruce D. Phelps, Nikki Stefanelli, Brett R. Dunn. Kenneth B. Dunn, Roberto Sella, Chudozie Okongwu, Timothy McKenna, Oksana Kitaychik, Giulio Renzi-Ricci, Mark Fontanilla, Debra Chen

PART ONE: BACKGROUND
1: Mortgage Loans to Mortgage-Backed Securities
2: Understanding the Prospectus and Prospectus Supplement for Mortgage-Backed Securities,
3: Cash Flow Mathematics For Agency Mortgage-Backed Securities
4: New Regulations for Securitizations and Asset-Backed Securities
5: Impact of the Credit Crisis on Mortgage-Backed Securities

PART TWO: AGENCY RMBS: BASIC PRODUCTS
6: Agency Mortgage Passthrough Securities
7: Hybrid ARMs, Bill Berliner,
8: Customized Mortgage-Backed Securities
9: Single Family Rental Deals
10: GSE Credit Risk Transfer Deals
11: Agency Mortgage-Backed Securities: Performance, Valuation and Risk Premium Comparatives

PART THREE: AGENCY RMBS: MUTLI-CLASS
12: Agency Collateralized Mortgage Obligations
13: Agency Planned Amortization Class Bonds
14: Accrual Bonds/Z Bonds,
15: Support Bonds with Schedules
16: Floating Rate Mortgage Securities
17: Inverse Floating-Rate CMOs
18: Stripped Mortgage-Backed Securities

PART FOUR: PRIVATE LABEL MBS
19: Lessons of the Financial Crisis for Private-Label MBS
20: Credit Enhancement
21: Introduction to Covered Bonds

PART FIVE: COMMERCIAL MORTGAGE-BACKED SECURITIES
22: Agency Commercial Mortgage Securities
23: CMBS Collateral Performance: Measures and Valuations

PART SIX: VALUATION AND PREPAYMENT MODELING
24: Valuation of Agency Mortgage-Backed Securities
25: Modeling Prepayments and Defaults for MBS Valuation
26: Contemporary Challenges in Loan-Level Prepayment Modeling
27: Issues and Challenges in Non-Agency Mortgage Securitizations
28: Residential Mortgage Defaults, Foreclosures and Modifications

PART SEVEN: PORTFOLIO MANAGEMENT TOOLS AND TECHNIQUES
29: Managing against the Barclays MBS Index: Prices and Returns
30: MBS Index Replication with TBAs
31: Alternative Methods for Estimating Duration for Mortgage-Backed Securities
32: Hedging Agency Mortgage-Related Securities
33: Dollar Rolls
34: Credit Derivatives and Mortgage-Backed Securities
35: A Framework for Determining Relative Value in the Agency MBS Market

Nbre volumes : 0

Language : English

Print : 7ème

Place of publishing : OXFORD

Figure(s) : Schémas ; Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Faculty's books : Oui

Owner : Bibliothèque