Mortgage Model Release Update

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Presented by

Hui Ding, Director, Agency RMBS Prepayment Modeler and Jake Katz, Director, Non-Agency RMBS Modeler

About this talk

The new Agency & Non-Agency RMBS model V21.5 will become the default production model for Yield Book on November 17th. This webinar will cover the update from V21.4 to V21.5 which includes: 1. Agency RMBS Prepayment - Primary/secondary spread model enhancements - Cash-out model enhancements - Refinance response recalibration enhancements - Other miscellaneous model changes update 2. Non-agency loss severity model enhancements for CRTs 3. Non-agency adjustments and updates to rate refi component of prepayment model for Jumbo Near Prime Featured Speakers: Hui Ding, Director, Agency RMBS Prepayment Modeler, Yield Book, part of Information Services Division at London Stock Exchange Group Jake Katz, Director, Non-Agency RMBS Modeler, Yield Book, part of Information Services Division at London Stock Exchange Group Joe Reel, Managing Director, MQA Mortgage Analysis, Citigroup, Inc.
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