Presented by
Hui Ding, Director, Agency RMBS Prepayment Modeler and Jake Katz, Director, Non-Agency RMBS Modeler
Mortgage Model Release Update
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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