Managing MBS Portfolios

MONTE CARLO SIMULATION The performance of an MBS or MBS portfolio depends on the outcome of a number of random variables . ? A portfolio's total return will depend on the magnitude of the change in Treasury rates , the spread between ...

Managing MBS Portfolios

Managing a portfolio of mortgage-backed securities requires an understanding of the unique risk/return characteristics of these securities-and the use of specific tools for constructing a portfolio to satisfy investment objectives. Managing MBS Portfolios explores mortgage-backed securities and describes the wide range of agency and non-agency MBS available, while providing the analytical tools necessary to effectively manage portfolios. With Managing MBS Portfolios you can finally start enhancing returns on your portfolio and safely control risk at the same time.

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Managing MBS Portfolios
Language: en
Pages: 228
Authors: Frank J. Fabozzi, David Yuen
Categories: Business & Economics
Type: BOOK - Published: 1998-11-15 - Publisher: John Wiley & Sons

Managing a portfolio of mortgage-backed securities requires an understanding of the unique risk/return characteristics of these securities-and the use of specific tools for constructing a portfolio to satisfy investment objectives. Managing MBS Portfolios explores mortgage-backed securities and describes the wide range of agency and non-agency MBS available, while providing the
Developing Portfolios in Education
Language: en
Pages: 239
Authors: Ruth S. Johnson, J. Sabrina Mims-Cox, Adelaide Doyle-Nichols
Categories: Education
Type: BOOK - Published: 2009-07-21 - Publisher: SAGE

Developing Portfolios in Education: A Guide to Reflection, Inquiry, and Assessment, Second Edition takes preservice and inservice teachers through the process of developing a professional portfolio. It is designed to teach readers how traditional and electronic portfolios are defined, organized, and evaluated. The text also helps teachers to use their
Assessment Portfolios for Elementary Students
Language: en
Pages: 169
Authors: Milwaukee Public Schools, Kathryn Henn-Reinke
Categories: Education
Type: BOOK - Published: 2002 - Publisher: Eye On Education

Developed by educators in Milwaukee's public schools and successfully used with over 15,000 students, this book will show you how to: - engage your students in high quality work - reveal information about your students which cannot be seen through standardized tests - help students become responsible for their own
Transition Portfolios for Students With Disabilities
Language: en
Pages: 131
Authors: Mary Ann Demchak, Robin G. Greenfield
Categories: Education
Type: BOOK - Published: 2003 - Publisher: Corwin Press

'Transition Portfolios For Students With Disabilities' offers practical details on gathering critical information, including tips on what to include, sources and timelines.
Concentration Risk in Credit Portfolios
Language: en
Pages: 226
Authors: Eva L├╝tkebohmert
Categories: Mathematics
Type: BOOK - Published: 2008-09-30 - Publisher: Springer Science & Business Media

Modeling and management of credit risk are the main topics within banks and other lending institutions. Historical experience shows that, in particular, concentration of risk in credit portfolios has been one of the major causes of bank distress. Therefore, concentration risk is highly relevant to anyone who wants to go