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Fabozzi, Anand K. Bhattacharya, William S. Berliner 205 $a2nd ed. 210 $aHoboken, N.J. $cWiley$d2011 215 $a1 online resource (354 p.) 225 1 $aFrank J. Fabozzi series 300 $aIncludes index. 311 $a1-118-00469-8 320 $aIncludes bibliographical references and index. 327 $aMortgage-Backed Securities: Products, Structuring, and Analytical Techniques; Contents; Preface; About the Authors; Part One: Introduction to Mortgage and MBS Markets; Chapter 1: Overview of Mortgages and the Consumer Mortgage Market; Overview of Mortgages; Mortgage Loan Mechanics; Risks Associated with Mortgages and Mortgage Products; Concepts Presented in this Chapter; Chapter 2: Overview of the Mortgage-Backed Securities Market; Creating Different Types of MBS; MBS Trading; The Role of the MBS Markets in Generating Consumer Lending Rates; Cash Flow Structuring 327 $aConcepts Presented in this ChapterPart Two: Prepayment and Default Metrics and Behavior; Chapter 3: Measurement of Prepayments and Defaults; Prepayment Terminology; Calculating Prepayment Speeds; Delinquency, Default, and Loss Terminology; Concepts Presented in this Chapter; Chapter 4: Prepayments and Factors Influencing the Return of Principal; Prepayment Fundamentals; Factors Influencing Prepayment Speeds; Defaults and ""Involuntary"" Prepayments; Concepts Presented in this Chapter; Part Three: Structuring; Chapter 5: Introduction to MBS Structuring Techniques 327 $aUnderlying Logic in Structuring Cash FlowsStructuring Different Mortgage Products; Fundamentals of Structuring CMOs; Chapter 6: Fundamental MBS Structuring Techniques: Divisions of Principal; Time Tranching; Planned Amortization Classes (PACs) and the PAC-Support Structure; Targeted Amortization Class Bonds; Z-Bonds and Accretion-Directed Tranches; A Simple Structuring Example; Concepts Presented in this Chapter; Chapter 7: Fundamental MBS Structuring Techniques: Divisions of Interest; Coupon Stripping and Boosting; Floater-Inverse Floater Combinations; Two-Tiered Index Bonds (TTIBs) 327 $aExcess Servicing IOsConcepts Presented in this Chapter; Chapter 8: Structuring Private-Label CMOs; Private-Label Credit Enhancement; Private-Label Senior Structuring Variations; Governing Documents; Concepts Presented in this Chapter; Chapter 9: The Structuring of Mortgage ABS Deals; Fundamentals of ABS Structures; Credit Enhancement for Mortgage ABS Deals; Factors Influencing the Credit Structure of Deals; Additional Structuring Issues and Developments; Concepts Presented in this Chapter; Part Four: Valuation and Analysis; Chapter 10: Techniques for Valuing MBS 327 $aStatic Cash Flow Yield AnalysisZ-Spread; Valuation Using Monte Carlo Simulation and OAS Analysis; Total Return Analysis; Concepts Presented in this Chapter; Chapter 11: Measuring MBS Interest Rate Risk; Duration; Convexity; Yield Curve Risk; Other Risk Measures; Concepts Presented in this Chapter; Chapter 12: Evaluating Senior MBS and CMOs; Yield and Spread Matrices; Monte Carlo and OAS Analysis; Total Return Analysis; Evaluating Inverse Floaters; Concepts Presented in this Chapter; Chapter 13: Analysis of Nonagency MBS; Factors Impacting Returns from Nonagency MBS 327 $aUnderstanding the Evolution of Credit Performance within a Transaction 330 $aAn up-to-date look at the latest innovations in mortgage-backed securities Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. 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