Hi all,
Currently work in structured finance space w/ mortgage. In my free time during quarantine I want to just poke around with modeling other types of structured deals. Anyone with Intex able to pull some underlying collateral for me and a few sets of scenarios? We just have access to mortgage related deals, not other types of ABS. Can trade some agency/non-agency RMBS Intex stuff if you're interested.
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Hi could you recommend a book for modelling ABS? Something that's hands-on, not purely theoretical. Because I have had a bit of experience in risk managing the ABS's but would like to know what are the best books to further modelling skills in structure finance.
Thanks in advance!
bump, would greatly appreciate any advice from OP as well
I got you guys. A lot of it was done on the job but here is a book series that's extremely helpful. Its also extremely hands on and not theoretical, purely applied best practices and value add. If you can slog through this you'll be extremely competent in anything ABS or really any sort of modeling as a whole. https://www.amazon.com/Structured-Finance-Modeling-Monitoring-Valuation…
https://www.amazon.com/gp/product/B004I6DD8I/ref=dbs_a_def_rwt_hsch_vap…
Any certifications/online courses that cover Intex? Ideally free, but would be willing to pay if it's good
None that I am aware of unfortunately, its a pretty expensive and niche product however industry standard in MBS/ABS space.
Anything hands on you'd recommend for modelling CMBS? Not sure how applicable the above resources for MBS, ABS are but lmk if these might work just as well.
I work in Resi so haven't really ever looked at CMBS. I would start w/ amazon books, youtube, see if Wall street prep has anything. Sorry, wish I could be more of a help.
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