Very thorough and clear explanation of the prepayment risk (what I was looking for), this really helped me with preparing for my CFA 1. Thank you so much Lauren!
Can you explain how mreits (agnc in particular) had windfall dollar roll income in 2020 even thought interest rates were suppressed and book values decreased from higher implied risk?
I am working on a project. I would love to get your input on some of the things I’m working on. I actually know nothing about MBS per se. I am much more concerned with moving the market from the base loan level. I just don’t know how doing it would be applicable to the MBS market. Would you be willing to give me like 5 minutes of your time?
This was one of the most informative lectures Ive seen in awhile.
Very thorough and clear explanation of the prepayment risk (what I was looking for), this really helped me with preparing for my CFA 1. Thank you so much Lauren!
What a terrific lesson! You are brilliant and a great teacher!
I just started interning at a bank and this video helped me out so much in understanding my work. Great video - thank you for sharing your knowledge!
This is fantastic, thank you!
Thanks Prof
❤
Can you explain how mreits (agnc in particular) had windfall dollar roll income in 2020 even thought interest rates were suppressed and book values decreased from higher implied risk?
Hey Lauren, would it be possible to get copies of your slide decks?
I am working on a project. I would love to get your input on some of the things I’m working on. I actually know nothing about MBS per se. I am much more concerned with moving the market from the base loan level. I just don’t know how doing it would be applicable to the MBS market. Would you be willing to give me like 5 minutes of your time?