Presented by
Hui Ding, Yield Book Mortgage Research and Joseph Reel, Citigroup, Inc.
Webinar - Agency RMBS Experimental Model Release August Update
About this talk
Yield Book will release the new Experimental Version (v99) of the agency prepayment model on August 3rd.
Please join us on August 5th at 4:00 p.m. ET for a live webinar presentation with Q&A to find out the latest details on the model release update.
The webinar will cover the following:
•Default/buyout model update with announcements regarding forbearance and post-forbearance modification policy from GSEs and FHA incorporated
•Primary/secondary spread model and base GNMA primary rate model update
•Recalibration across collateral sectors and attributes with recent factors incorporated
•Upcoming model release schedules
Presented by: Hui Ding, Director, Senior Agency RMBS Prepayment Modeler, Yield Book Mortgage Research and Joseph Reel, Managing Director, MQA Mortgage Analysis, Citigroup, Inc. Moderated by Barry Pavel, Lead, Relationship Management, Index & Analytics, Americas
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