Fixed Income Part 2
25 chapters
Chapters
- 1Collateralized Mortgage Obligations (CMO) and CMO TranchesRead free
- 2Stripped MBS – Interest Only (IO) and Principal Only (PO)Read free
- 3Residential Non-Agency MBSRead free
- 4CMBS: Structure and Call ProtectionRead free
- 5Amortizing Loans vs. Non-Amortizing LoansRead free
- 6Overview of Asset Backed Securities (ABS)Read free
- 7Internal and External Credit EnhancementsRead free
- 8Pay-through Structures: Prepayment Tranching vs. Credit TranchingRead free
- 9Home Equity Loans (HEL) Backed SecuritiesRead free
- 10Manufactured Housing Backed LoansRead free
- 11Auto Loans Backed SecuritiesRead free
- 12Student Loan Backed Securities (SLABS)Read free
- 13SBA Loan Backed SecuritiesRead free
- 14Credit Card Receivable Backed SecuritiesRead free
- 15Collateralized Debt Obligations (CDOs) and Synthetic CDOsRead free
- 16Cash Flow Yield, Nominal Spread, and Zero Volatility Spread for ABS/MBSRead free
- 17Monte Carlo Simulation for ABS/MBSRead free
- 18CFA Level 2: Fixed Income Part 2 – IntroductionRead free
- 19Duration and Convexity for ABS/MBSRead free
- 20Choosing an Appropriate Spread for ABS/MBSRead free
- 21Mortgage Cash Flow CharacteristicsRead free
- 22Mortgage Pass-through Securities: Characteristics and RisksRead free
- 23Cash Flows and Prepayment RiskRead free
- 24Single Monthly Mortality (SMM) & Conditional Prepayment Rate (CPR)Read free
- 25PSA Prepayment BenchmarkRead free