The Handbook of Mortgage-Backed Securities, 7th Edition
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Product details:
- Edition number 7
- Publisher OUP Oxford
- Date of Publication 18 August 2016
- ISBN 9780198785774
- Binding Hardback
- No. of pages832 pages
- Size 253x182x46 mm
- Weight 1602 g
- Language English
- Illustrations Figures and Tables 0
Categories
Short description:
This edition, revised since the subprime mortgage crisis, is designed to provide not only the fundamentals of mortgage-backed securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage of state-of-the-art strategies for capitalizing on the opportunities in this market.
MoreLong description:
This edition of The Handbook of Mortgage-Backed Securities, the first revision following the subprime mortgage crisis, is designed to provide not only the fundamentals of these securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage on the state-of-the-art strategies for capitalizing on the opportunities in this market. The book is intended for both the individual investor and the professional manager. The volume includes contributions from a wide range of experts most of whom have been actively involved in the evolution of the mortgage-backed securities market.
MoreTable of Contents:
PART ONE: BACKGROUND
Mortgage Loans to Mortgage-Backed Securities
Understanding the Prospectus and Prospectus Supplement for Mortgage-Backed Securities
Cash Flow Mathematics For Agency Mortgage-Backed Securities
New Regulations for Securitizations and Asset-Backed Securities
Impact of the Credit Crisis on Mortgage-Backed Securities
PART TWO: AGENCY RMBS: BASIC PRODUCTS
Agency Mortgage Passthrough Securities
Hybrid ARMs
Customized Mortgage-Backed Securities
Single Family Rental Deals
GSE Credit Risk Transfer Deals
Agency Mortgage-Backed Securities: Performance, Valuation and Risk Premium Comparatives
PART THREE: AGENCY RMBS: MUTLI-CLASS
Agency Collateralized Mortgage Obligations
Agency Planned Amortization Class Bonds
Accrual Bonds/Z Bonds
Support Bonds with Schedules
Floating Rate Mortgage Securities
Inverse Floating-Rate CMOs
Stripped Mortgage-Backed Securities
PART FOUR: PRIVATE LABEL MBS
Lessons of the Financial Crisis for Private-Label MBS
Credit Enhancement
Introduction to Covered Bonds
PART FIVE: COMMERCIAL MORTGAGE-BACKED SECURITIES
Agency Commercial Mortgage Securities
CMBS Collateral Performance: Measures and Valuations
PART SIX: VALUATION AND PREPAYMENT MODELING
Valuation of Agency Mortgage-Backed Securities
Modeling Prepayments and Defaults for MBS Valuation
Contemporary Challenges in Loan-Level Prepayment Modeling
Issues and Challenges in Non-Agency Mortgage Securitizations
Residential Mortgage Defaults, Foreclosures and Modifications
PART SEVEN: PORTFOLIO MANAGEMENT TOOLS AND TECHNIQUES
Managing against the Barclays MBS Index: Prices and Returns
MBS Index Replication with TBAs
Alternative Methods for Estimating Duration for Mortgage-Backed Securities
Hedging Agency Mortgage-Related Securities
Dollar Rolls
Credit Derivatives and Mortgage-Backed Securities
A Framework for Determining Relative Value in the Agency MBS Market
