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The handbook of nonagency mortgage-backed securities 2nd ed

The handbook of nonagency mortgage-backed securities 2nd ed (Loan 1 times)

Material type
단행본
Personal Author
Fabozzi, Frank J. Ramsey, Chuck. Marz, Michael.
Title Statement
The handbook of nonagency mortgage-backed securities / edited by Frank J. Fabozzi, Chuck Ramsey, Michael Marz.
판사항
2nd ed.
Publication, Distribution, etc
New Hope, Pa. :   Frank J. Fabozzi Associates ,   c2000.  
Physical Medium
v, 508 p. : ill. ; 24 cm.
ISBN
1883249686 9781883249687
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Mortgage-backed securities. Portfolio management.
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001 000045375141
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008 000331s2000 paua b 001 0 eng c
020 ▼a 1883249686
020 ▼a 9781883249687
035 ▼a (KERIS)REF000006902813
040 ▼a TJC ▼c TJC ▼d 211009
042 ▼a pcc
050 4 ▼a HG4655 ▼b .F326 2000
082 0 4 ▼a 332.6323 ▼2 22
090 ▼a 332.6323 ▼b H236-2
245 0 4 ▼a The handbook of nonagency mortgage-backed securities / ▼c edited by Frank J. Fabozzi, Chuck Ramsey, Michael Marz.
246 3 0 ▼a Nonagency mortgage-backed securities
250 ▼a 2nd ed.
260 ▼a New Hope, Pa. : ▼b Frank J. Fabozzi Associates , ▼c c2000.
300 ▼a v, 508 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Mortgage-backed securities.
650 0 ▼a Portfolio management.
700 1 ▼a Fabozzi, Frank J.
700 1 ▼a Ramsey, Chuck.
700 1 ▼a Marz, Michael.
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6323 H236-2 Accession No. 111427004 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Contributing Authors.

SECTION I: RESIDENTIAL REAL ESTATE-BACKED SECURITIES.

PART A: PRODUCTS AND THEIR STRUCTURE.

1. The Nonagency Mortgage Market: Background and Overview (E. Bruskin, et al.).

2. Understanding Shifting Interest Subordination (M. Clancy and M. Constantino, III).

3. Understanding Compensating Interest (L. Goodman and T. Zimmerman).

4. RALI Alternative-A Mortgages (S. Banerjee and E. Mustafa).

5. Home Equity Loans (C. Schorin, et al.).

6. Home Equity Loan Transaction Structures (C. Schorin, et al.).

7. Home Equity Line of Credit (HELOC) Securitizations (W. Roever, et al.).

8. Securitization of 125 LTV Mortgages (H. Katz and G. Costello).

9. Manufactured Housing: Overview, Securitization, and Prepayments (S. Abrahams, et al.).

10. Securities Backed by CRA Loans (D. Westhoff and V. Srinivasan).

11. Single Family Mortgage Revenue Bonds (M. Marz and F. Fabozzi).

PART B: CREDIT ANALYSIS.

12. The Default and Loss Experience of Nonagency MBS (T. Gillis).

13. The Rating Agencies' Approach (D. Bendt, et al.).

14. The Evaluation of Excess Spread in Sub-Prime Transactions (A. Figueroa).

15. A Credit Intensive Approach to Analyzing Whole Loan CMOs (E. Toy).

16. Risk-Based Pricing Nonagency Mortgages and Securities (F. Raiter).

PART C: PREPAYMENT ANALYSIS AND VALUATION MODELING.

17. The Next Generation of Prepayment Models to Value Nonagency MBS (D. Westhoff and V. Srinivasan).

18. Payment Modeling and Valuation of Home Equity Loan Securities (D. Westhoff and M. Feldman).

19. Identifying Relative Value in Home Equity Loan and Manufactured Housing Securities Using OAS Analysis (A. Dickstein).

20. Home Equity Loan Prepayment Model and OAS Implications (C. Schorin, et al.).

21. A Risk-Return Framework for Evaluating Non-Investment-Grade Subordinated MBS (L. Goodman and L. Lowell).

22. Prepayments on Jumbo Loans (L. Goodman).

SECTION II: COMMERCIAL MORTGAGE-BACKED SECURITIES.

23. Introduction to Commercial Mortgage-Backed Securities (B. Lancaster).

24. Understanding Prepayment in CMBS Deals (D. Cheng, et al.).

25. Credit-Driven Prepayment and Default Analysis (M. Ervolini, et al.).

26. An Empirical Framework for Estimating CMBS Defaults (D. Westhoff, et al.).

27. Valuing the Prepayment and Credit Risks of Commercial Mortgage Securities (M. Youngblood).

28. An Options Approach to Commercial Mortgages and CMBS Valuation and Risk Analysis (D. Jacob, et al.).

Index.


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