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Fixed Income Part 2
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Fixed Income Part 2

Course Syllabus

01

Collateralized Mortgage Obligations (CMO) and CMO Tranches

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02

Stripped MBS – Interest Only (IO) and Principal Only (PO)

Start
03

Residential Non-Agency MBS

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04

CMBS: Structure and Call Protection

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05

Amortizing Loans vs. Non-Amortizing Loans

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06

Overview of Asset Backed Securities (ABS)

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07

Internal and External Credit Enhancements

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08

Pay-through Structures: Prepayment Tranching vs. Credit Tranching

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09

Home Equity Loans (HEL) Backed Securities

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10

Manufactured Housing Backed Loans

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11

Auto Loans Backed Securities

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12

Student Loan Backed Securities (SLABS)

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13

SBA Loan Backed Securities

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14

Credit Card Receivable Backed Securities

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15

Collateralized Debt Obligations (CDOs) and Synthetic CDOs

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16

Cash Flow Yield, Nominal Spread, and Zero Volatility Spread for ABS/MBS

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17

Monte Carlo Simulation for ABS/MBS

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18

CFA Level 2: Fixed Income Part 2 – Introduction

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19

Duration and Convexity for ABS/MBS

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20

Mortgage Cash Flow Characteristics

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21

Choosing an Appropriate Spread for ABS/MBS

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22

Mortgage Pass-through Securities: Characteristics and Risks

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23

Cash Flows and Prepayment Risk

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24

Single Monthly Mortality (SMM) & Conditional Prepayment Rate (CPR)

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25

PSA Prepayment Benchmark

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Topics Covered
Securities & Markets