TITLE

Adverse Loan Selection and the True TBA Market

AUTHOR(S)
Westhoff, Dale; Kramer, Bruce
PUB. DATE
September 2000
SOURCE
Securitization Conduit;2000, Vol. 3 Issue 3/4, p64
SOURCE TYPE
Periodical
DOC. TYPE
Article
ABSTRACT
Discusses adverse loan selection and the true TBA market. Fundamental problems that TBA investors face when assessing the prepayment risk of TBA pools; Background on the trust IO market; Tools to address concerns about monitoring and valuing the effects of adverse prepayment selection in the TBA market.
ACCESSION #
7559803

 

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