The handbook of nonagency mortgage-backed securities / edited by Frank J. Fabozzi ... [et. al.]

Author(s): Fabozzi, Frank J
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Subjects: Mortgage-backed securities--Handbooks, manuals, etc
Portfolio management--Handbooks, manuals, etc
Formats: Print
Material Type: Books
Language: English
Audience: Unspecified
Published: New Hope Penn. : Frank J. Fabozzi Associates, c1997
LC Classification: H, HG
Physical Description: viii, 498 p. : ill. ; 24 cm
Table of Contents: Preface
Contributing Authors
Index of Advertisers
1. The Nonagency Mortgage Market: Background and Overview / Eric Bruskin, David Sykes 3
2. Nonagency Small-Balance Loans / Steven Abrahams, Howard Esaki, Robert Restrick 35
3. Structural Nuances in Nonagency Mortgage-Backed Securities / Peter Rubinstein 49
4. A Risk-Return Framework for Evaluating Non-Investment-Grade Subordinated MBS / Laurie Goodman, Linda Lowell 63
5. Understanding Shifting Interest Subordination / Manus J. Clancy, Michael Constantino III 75
6. Accounting for Whole Loans and Securitized Products by Investors / Cathy Hansen 91
7. The Default and Loss Experience of Nonagency MBS / Thomas Gillis 103
8. The Rating Agencies' Approach: New Evidence / Douglas L. Bendt, Chuck Ramsey, Frank J. Fabozzi 111
9. The Rating of Securities Backed by B&C Mortgages / Andrew Jones, Jennifer Schneider 127
10. Evaluating Subordinate Mortgage-Backed Securities / Mary Sue Lundy, Kenneth Higgins 145
11. Evaluating Residential Subordinated Tranches / John N. Dunlevy, Michael Radocy 153
12. A Credit-Intensive Approach to Analyzing Whole-Loan CMOs / Edward L. Toy 177
13. Prepayment Analysis of Nonagency Mortgage-Backed Securities / Douglas L. Bendt, Chuck Ramsey, Frank J. Fabozzi 195
14. Prepayments of Non-Standard Whole-Loan Mortgage Securities / Dale Westhoff, Bruce Kramer, John Miller 207
15. Data Processing and Prepayment Modeling of Whole Loans / Yizhong Fan, Pete Rogers 221
16. Prepayment Modeling and Valuation of Home Equity Loan Securities / Dale Westhoff, Mark Feldman 253
17. Manufactured Housing: Overview, Securitization, and Prepayments / Steven Abrahams, Howard Esaki, Robert Restrick 283
18. Identifying Relative Value in Home Equity Loan and Manufactured Housing Securities Using OAS Analysis / Akiva Dickstein 299
19. Analysis of Manufactured Housing-Backed Securities / John N. Dunlevy, Andrew Shook 313
20. Introduction to Commercial Mortgage-Backed Securities / Joseph F. DeMichele, William J. Adams 323
21. Rating of Commercial Mortgage-Backed Securities / Joseph C. Franzetti 343
22. Commercial Mortgage Default Rates and Loss Severity / Pamela T. Dillon, Donald S. Belanger 377
23. Structural Considerations Impacting CMBS / John N. Dunlevy 391
24. Understanding Prepayments in CMBS Deals / Da Cheng, Adrian R. Cooper, Jason Huang, 407
25. Commercial Mortgage Prepayments / Jesse M. Abraham, H. Scott Theobald 419
26. An Option-Theoretic Approach to the Valuation of Multifamily Mortgage Loans and Securities / Michael D. Youngblood 439
27. Understanding and Managing the Balloon Risk of Commercial Mortgages in CMBS / David P. Jacob, Peter Fastovsky 461
28. Single Family Mortgage Revenue Bonds / Michael Marz, Frank J. Fabozzi 475
Index 485
Alternate Titles: Portion of title: Nonagency mortgage-backed securities
Notes: ISBN: 1883249198
Includes bibliographical references and index
OCLC Number: 37176007
ISBN/ISSN: 1883249198