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Bear Stearns: Quick Guide to Non-Agency Mortgage-Backed Securities作者：Bruce Kramer and Gyan Sinha
资源类别：报告
资源格式: 104 pages PDF 1.07MB 英
目录: THE U.S. MORTGAGE MARKET
THE U.S. MORTGAGE MARKET
1. Mortgage Debt and Mortgage-Backed Securities
2. Types of Mortgages
3. The Agency Sector
4. The Non-Agency Sector
5. Non-Agency Lexicon
6. Mortgage Underwriting
7. Major Non-Agency Issuers
MORTGAGE INDUSTRY STRUCTURE
MORTGAGE INDUSTRY STRUCTURE8. Origination
9. Financing
10. Marketing
11. Servicing 12.Securitization 13. Economics of the Business 14. Evolution of the Business FUNDAMENTALS AND PERFORMANCE 15. Non-Agency Performance Metrics 16. Prepayment Performance 17. Credit Performance 18. The Credit/Convexity Continuum 19. Collateral Attributes 20. Subordination Levels and Deleveraging 21. Ratings Transitions 16. Prepayment Performance 17. Credit Performance 18. The Credit/Convexity Continuum 19. Collateral Attributes 20. Subordination Levels and Deleveraging 21. Ratings Transitions CAPITAL STRUCTURE 22. Goals of Structure 23. Common Features in ABS/MBS Structures 24. Senior/Subordinate Shifting Interest Structure 25. Senior/Sub Structure: Detailed Example 26. Overcollateralization/Excess Spread Structure 27. OC Structure: Detailed Example 23. Common Features in ABS/MBS Structures 24. Senior/Subordinate Shifting Interest Structure 25. Senior/Sub Structure: Detailed Example 26. Overcollateralization/Excess Spread Structure 27. OC Structure: Detailed Example INVESTING IN THE NON-AGENCY SECTOR 28. Spreads, Pricing and Liquidity 29. Measures of Relative Value LIST OF EXHIBITS INDEX
12.Securitization
13. Economics of the Business
14. Evolution of the Business
FUNDAMENTALS AND PERFORMANCE
15. Non-Agency Performance Metrics 16. Prepayment Performance 17. Credit Performance 18. The Credit/Convexity Continuum 19. Collateral Attributes 20. Subordination Levels and Deleveraging 21. Ratings Transitions
16. Prepayment Performance
17. Credit Performance
18. The Credit/Convexity Continuum
19. Collateral Attributes
20. Subordination Levels and Deleveraging
21. Ratings Transitions
CAPITAL STRUCTURE
22. Goals of Structure 23. Common Features in ABS/MBS Structures 24. Senior/Subordinate Shifting Interest Structure 25. Senior/Sub Structure: Detailed Example 26. Overcollateralization/Excess Spread Structure 27. OC Structure: Detailed Example
23. Common Features in ABS/MBS Structures
24. Senior/Subordinate Shifting Interest Structure
25. Senior/Sub Structure: Detailed Example
26. Overcollateralization/Excess Spread Structure
27. OC Structure: Detailed Example
INVESTING IN THE NON-AGENCY SECTOR
28. Spreads, Pricing and Liquidity
29. Measures of Relative Value
LIST OF EXHIBITS
INDEX
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