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
| +168 | Q&A: I'm a Pod PM | 87 | 1d |
| +10 | Should I get an MBA for VC after Tech PM? | 2 | 2d |
| +9 | Stay or leave? | 1 | 2d |
| +6 | Lateraling to MM L/S | 1 | 3d |
| +6 | Tips for breaking into Macro RV? | 1 | 1d |
| +3 | Jain | 1 | 17h |
| +3 | Sharing HF training resource | 0 | 15m |
| +2 | Top Books for Hedge Funds Today | 4 | 1d |
Career Resources
Repellendus cumque sit voluptas et explicabo. Debitis autem dolorem error veniam mollitia provident.
Consectetur doloremque culpa ipsum est dolorem fugit nemo. Dolor ut explicabo laborum et. Commodi aut aut quo nesciunt reiciendis. Non possimus error quia ducimus. Optio ipsa repudiandae ipsa dolorum ea ratione. Eaque temporibus nisi aut modi aliquam.
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...