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Fixed Income Part 2

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    Lessons

    Collateralized Mortgage Obligations (CMO) and CMO Tranches
    Stripped MBS – Interest Only (IO) and Principal Only (PO)
    Residential Non-Agency MBS
    CMBS: Structure and Call Protection
    Amortizing Loans vs. Non-Amortizing Loans
    Overview of Asset Backed Securities (ABS)
    Internal and External Credit Enhancements
    Pay-through Structures: Prepayment Tranching vs. Credit Tran...
    Home Equity Loans (HEL) Backed Securities
    Manufactured Housing Backed Loans
    Auto Loans Backed Securities
    Student Loan Backed Securities (SLABS)
    SBA Loan Backed Securities
    Credit Card Receivable Backed Securities
    Collateralized Debt Obligations (CDOs) and Synthetic CDOs
    Cash Flow Yield, Nominal Spread, and Zero Volatility Spread ...
    Monte Carlo Simulation for ABS/MBS
    CFA Level 2: Fixed Income Part 2 – Introduction
    Duration and Convexity for ABS/MBS
    Mortgage Cash Flow Characteristics
    Choosing an Appropriate Spread for ABS/MBS
    Mortgage Pass-through Securities: Characteristics and Risks
    Cash Flows and Prepayment Risk
    Single Monthly Mortality (SMM) & Conditional Prepayment Rate...
    PSA Prepayment Benchmark

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