Analytical Insights for Agency Credit Risk Transfer Deals

Logo
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

Related topics:

More from this channel

Upcoming talks (0)
On-demand talks (307)
Subscribers (38064)
FTSE Russell is a leading global provider of benchmarking, analytics and data solutions for investors, giving them a precise view of the market relevant to their investment process. A comprehensive range of reliable and accurate indexes provides investors worldwide with the tools they require to measure and benchmark markets across asset classes, styles or strategies.