This work can serve as the foundation of relative value strategies and portfolio sensitivity analysis. This project research on building a strategy for analyzing the sensitivity of mortgage backed securities (MBS) pool pricing to changes in financial market and underlying security characteristics, such as the property value of the underlying real estate. There is a […]

This work can serve as the foundation of relative value strategies and portfolio sensitivity analysis. This project research on building a strategy for analyzing the sensitivity of mortgage backed securities (MBS) pool pricing to changes in financial market and underlying security characteristics, such as the property value of the underlying real estate. There is a […]