CSFB's Starter Kit for Non-Agency Residential Mortgage-backed Securities

作者：Satish Mansukhani & Mutaz Qubbaj

资源类别：报告

资源格式: PDF 104 Pages 英 2.91MB

目录:

I. Introduction

II. Collateral Characteristics

III. Credit Enhancement

IV. Nuances of Non-Agency RMBS

V. Prepayment Profiles of Prime Jumbo Fixed-Rate RMBS

VI. Common AAA Structures within Securitized Prime Jumbo

Deals

VII. Investment Opportunities

VIII. Conclusions

Appendix A – Securitization Deal Participants

Appendix B – Rating Agency Methodologies

Appendix C - Glossary

Appendix D - Useful Bloomberg Pages

I. Introduction

II. Collateral Characteristics

III. Credit Enhancement

IV. Nuances of Non-Agency RMBS

V. Prepayment Profiles of Prime Jumbo Fixed-Rate RMBS

VI. Common AAA Structures within Securitized Prime Jumbo

Deals

VII. Investment Opportunities

VIII. Conclusions

Appendix A – Securitization Deal Participants

Appendix B – Rating Agency Methodologies

Appendix C - Glossary

Appendix D - Useful Bloomberg Pages