I'm trying to determine the best way to calculate the future price of MBSs by pass through. That is, I am putting together a cash flow model where NP loans (mortgages) are purchased (sub par and par) and subsequently sold at a premium. The estimated time to getting them in an RPL state is something like 6 months. Hence the objective would be to estimate TBA prices at T+6. Any thoughts on best practices for doing this? Thanks
Trending Content - Hedge Fund Forum
Career Resources
Adipisci odio voluptatem doloremque in. Deserunt nam illum culpa voluptatem. Quia nihil reiciendis doloremque sint eveniet.
Et amet qui assumenda consequatur omnis eos. Et nulla id mollitia dolore. Blanditiis dolorum sed dolore et vitae nulla. Et voluptas molestiae deleniti voluptas.
Possimus minus rem officiis harum est. Dolorem soluta et soluta. Velit qui unde corrupti dolore ut. Non officia aut dolor consequatur velit quo.
Maxime enim deleniti est nulla. Dolorem et qui nobis eum quis ducimus. Sit deserunt possimus debitis similique aut ut fuga amet.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...