mortgage-prepayment

  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
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    • collateralized-mortgage-obligations dollar-roll interest-only-securities monte-carlo-simulation mortgage-backed-securities mortgage-prepayment option-adjusted-spread principal-only-securities
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    • Forum: FRM® Practice Questions
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