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
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.
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.…