Collateralized Mortgage Obligations (CMO) and CMO ...- With [mortgage pass-through securities](https://financetrain.com/mortgage-pass-through-securities-ch...
COURSE
Fixed Income Part 2
- [Mortgage backed securities](https://financetrain.com/mortgage-pass-through-securities-characteristi...
- Non-agency [Mortgage-backed Securities](https://financetrain.com/mortgage-pass-through-securities-ch...
- Commercial Mortgage Backed Securities (CMBS) are securities that are collateralized by commercial re...
- ## Amortizing Loan In an amortizing loan, the borrower makes regularly scheduled payments, called e...
- While [Mortgage-backed Securities (MBS)](https://financetrain.com/mortgage-pass-through-securities-c...
- Because most [mortgage-backed securities](https://financetrain.com/mortgage-pass-through-securities-...
- [Asset-backed securities](https://financetrain.com/overview-of-asset-backed-securities-abs/ "Overvie...
- HELs are loans backed by a residential property lien. An HEL is commonly used to finance the purchas...
- An [asset-backed security](https://financetrain.com/overview-of-asset-backed-securities-abs/ "Overvi...
- Institutions that lend funding for the purchase of automobiles may issue auto loan backed ABS. Auto...
- As the name suggests, SLABS are asset backed securities collateralized by student loans. The majori...
- SBA backed [ABS](https://financetrain.com/overview-of-asset-backed-securities-abs/ "Overview of Asse...
- When institutions that issue consumer credit cards do not wish to keep the receivables on their bala...
- CDOs are a form of [asset-backed securities](https://financetrain.com/overview-of-asset-backed-secur...
- ## Cash Flow Yield Unlike bonds, cash flows for [MBS](https://financetrain.com/mortgage-pass-throug...
- Because the binomial interest rate tree model is a backward induction process that does not consider...
- This tutorial is the second of two parts covering fixed income. The subject of asset backed securit...
- Effective [Duration and Convexity](https://financetrain.com/bond-duration-and-convexity-simplified-p...
- - Simply put, a mortgage is a debt instrument that is backed by real estate as collateral. - **F...
- - A key driver in selecting the appropriate [spread](https://financetrain.com/cash-flow-yield-nomi...
- - Mortgage Pass-through Security: shares in a pool of mortgages sold by a financial institution or...
- Prepayment risk is the risk that a borrower will repay the mortgage before its due date. Mortgages c...
- ## Conditional Prepayment Rate (CPR) CPR is the annualized percentage of the existing mortgage pool...
- ## **PSA Standard Benchmark** The Public Securities Association’s (now known as the Bond Market Ass...
LESSONS
Stripped MBS – Interest Only (IO) and Principal On...
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. C...
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 Synthet...
Cash Flow Yield, Nominal Spread, and Zero Volatili...
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 ...
Cash Flows and Prepayment Risk
Single Monthly Mortality (SMM) & Conditional Prepa...
PSA Prepayment Benchmark
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