Fixed Income Part 2

What's inside

1. 1Collateralized Mortgage Obligations (CMO) and CMO TranchesFree
2. 2Stripped MBS – Interest Only (IO) and Principal Only (PO)Free
3. 3Residential Non-Agency MBSFree
4. 4CMBS: Structure and Call ProtectionFree
5. 5Amortizing Loans vs. Non-Amortizing LoansFree
6. 6Overview of Asset Backed Securities (ABS)Free
7. 7Internal and External Credit EnhancementsFree
8. 8Pay-through Structures: Prepayment Tranching vs. Credit TranchingFree
9. 9Home Equity Loans (HEL) Backed SecuritiesFree
10. 10Manufactured Housing Backed LoansFree
11. 11Auto Loans Backed SecuritiesFree
12. 12Student Loan Backed Securities (SLABS)Free
13. 13SBA Loan Backed SecuritiesFree
14. 14Credit Card Receivable Backed SecuritiesFree
15. 15Collateralized Debt Obligations (CDOs) and Synthetic CDOsFree
16. 16Cash Flow Yield, Nominal Spread, and Zero Volatility Spread for ABS/MBSFree
17. 17Monte Carlo Simulation for ABS/MBSFree
18. 18CFA Level 2: Fixed Income Part 2 – IntroductionFree
19. 19Duration and Convexity for ABS/MBSFree
20. 20Choosing an Appropriate Spread for ABS/MBSFree
21. 21Mortgage Cash Flow CharacteristicsFree
22. 22Mortgage Pass-through Securities: Characteristics and RisksFree
23. 23Cash Flows and Prepayment RiskFree
24. 24Single Monthly Mortality (SMM) & Conditional Prepayment Rate (CPR)Free
25. 25PSA Prepayment BenchmarkFree