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Prepayment models are a key component in the valuation of mortgage-backed securities. With billions of dollars’ worth of investments hinging upon the accuracy of these models, the reliability of...

Machine Learning Conferences & Events Capital Markets

In agency MBS, the specified pool market prices high-LTV loans at a pay-up over TBA for the prepayment protection they offer. This relationship has been well established for both high-LTV purchase...

Edge Platform Capital Markets

On September 15, 2015 the Federal Housing Finance Agency released an update on the Common Securitization Platform (CSP).  The report can be found at FHFA's Common Securitization Platform website. ...

Securitization FHFA Mortgage Markets Capital Markets
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