Question: What are the different types of agency pass through securities
What are the different types of agency pass-through securities?
Answer to relevant QuestionsHow does a CMO alter the cash flow from mortgages so as to shift the prepayment risk across various classes of bondholders? Suppose that $1 billion of pass-throughs is used to create a CMO structure with a PAC bond with a par value of $700 million and a support bond with a par value of $300 million. Answer the below questions. (a) Which of the ...An issuer is considering the following two CMO structures. The first structure is: Tranches A to E are a sequence of PAC I’s and F is the support bond. The second structure is: Tranches A to E are a sequence of PAC I’s, ...What types of investors would be attracted to an accrual bond? What is meant by the prospectus prepayment curve?
Post your question