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Fixed Income Part 2
Lessons
CFA Level 2: Fixed Income Part 2 – Introduction
Mortgage Cash Flow Characteristics
Mortgage Pass-through Securities: Characteristics and Risks
Cash Flows and Prepayment Risk
Single Monthly Mortality (SMM) & Conditional Prepayment Rate (CPR)
PSA Prepayment Benchmark
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 Tranching
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 for ABS/MBS
Monte Carlo Simulation for ABS/MBS
Duration and Convexity for ABS/MBS
Choosing an Appropriate Spread for ABS/MBS
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