1. Tranche ABX and Basis Risk in Subprime RMBS Structured Portfolios Kevin Kendra February 20, 2007 2. Introduction What are structured subprime RMBS portfolios? What is…
Slide 1Tranche ABX and Basis Risk in Subprime RMBS Structured Portfolios Kevin Kendra February 20, 2007 Slide 2 Introduction What are structured subprime RMBS portfolios?…
1. The Mortgage PayoffAccelerationProgram 2. America’s Smartest Way To Turn Your Largest Debt Into AnInvestment Dream!Most Americans’ largest debt is their home. 3. These…
1. The Mortgage PayoffAccelerationProgram 2. America’s Smartest Way To Turn Your Largest Debt Into AnInvestment Dream!Most Americans’ largest debt is their home. 3. These…
Slide 1 Subprime Mortgage Distress Effect on CDOs Kevin Kendra Managing Director Derivative Fitch U.S. Structured Credit Glenn Costello Managing Director Fitch Ratings Co-Head,…