Bonds
Latest Posts
Patent Office Approves MBS Model
Jun 03, 2009Andrew Kalotay Associates will have exclusive rights to its new mortgage-backed securities valuation model. Coupled Lattice Efficiency Analysis (CLEAN), which determines refinancings based on mortgagor credit and then discounts the resulting cash flows using an MBS issuer’s credit, has been approved to be patented. The new model’s methodology is described as an “option-theoretic approach” to MBS valuation.
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Another REIT to Seek Public Capital
May 22, 2009 -
Euro Covered Bonds Enjoy Lift
May 19, 2009 -
German Bad Bank to Guarantee Toxic Assets
May 13, 2009 -
MBIA Posts Profit Despite Second-Lien Woes
May 11, 2009 -
Ambac’s RMBS Losses Continue
May 11, 2009 -
Amherst Keeps Picking up the Staff
May 04, 2009
