Analytical Insights for Agency Credit Risk Transfer Deals

Presented by

David Craft and Jake Katz

About this talk

In this webinar, we will cover: •A demonstration of Yield Book's capabilities for analyzing CRTs, including prepayment dials and macro-economic adjustments •Models for analyzing CRTs including our agency prepayment model, stochastic HPA model, delinquency, default, and loss severity models •Daily reporting, scenario analysis, and performance monitoring for CRTs
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