Hi all,
do you know any good source where I can find more about modeling Asset Backed Securities (and more in general securitized products)?
In particular, I am interested in the Waterfall mechanism, even if every deal has its own story.
I know that it is mainly done by professionals on spreadsheets or by Financial Engineering companies but hope you can help me!
I have read something on the classic Fabozzi, but I hope there are other sources too.
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