Modelling Mortgages/Autos From Warehouse through to Securitisation

Hi Folks,

I am looking for resources on how to model mortgages/autos (the assets themselves) and the liabilities side modellign from warehouses to a securitisation exit. I am spefically looking at the UK/European market as opposed to the US. I am fairly new to this market so any resources/models/websites would be greatly appreciated.

Regards,

Fellow Monkey

 

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