mortgage-backed-securities

  1. Nicole Seaman

    P1.T3.23.4. Mortgage backed securities (MBS) and dollar rolls

    Learning objectives: Explain the mechanics of different types of agency MBS products, including collateralized mortgage obligations (CMOs), interest-only securities (IOs), and principal-only securities (POs). Describe a dollar roll transaction and how to value a dollar roll. Describe the...
    • Nicole Seaman
    • Thread
    • collateralized-mortgage-obligations dollar-roll interest-only-securities monte-carlo-simulation mortgage-backed-securities mortgage-prepayment option-adjusted-spread principal-only-securities
    • Replies: 1
    • Forum: FRM® Practice Questions
  2. Nicole Seaman

    P1.T3.23.3. Mortgage-backed securities (MBS)

    Learning objectives: Describe the various types of residential mortgage products. Calculate a fixed-rate mortgage payment and its principal and interest components. Summarize the securitization process of mortgage-backed securities (MBS), particularly the formation of mortgage pools, including...
    • Nicole Seaman
    • Thread
    • conditional-prepayment-rate fixed-rate-mortgage mortgage-backed-securities mortgage-pools pass-through-mbs residential-mortgage-products securitization-process single-monthly-mortality-rate to-be-announceds weighted-average-coupon weighted-average-maturity
    • Replies: 0
    • Forum: FRM® Practice Questions
  3. Nicole Seaman

    P2.T6.715. Credit derivatives and securitization

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
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