User Sharad

7 votes

What drives the difference between M1 & M2 money supply (in the US)?

answered Jan 22, 2021 at 2:05

5 votes

Accepted

MBS benchmarking

answered Mar 30 at 16:53

5 votes

systematic trading reading fixed income

answered Jul 26 at 14:12

5 votes

Accepted

Does TBA become MBS after pool is announced?

answered Aug 22 at 19:22

4 votes

Accepted

If I know the Price, DV01, and Duration of a Fixed Income instrument, is their approximation for the Convexity?

answered Apr 3 at 14:27

4 votes

Forecasting non-maturity deposits with machine learning

answered Jan 9, 2021 at 19:37

4 votes

The impact of QE measures on capital

answered Oct 27, 2020 at 11:52

3 votes

Accepted

MBS Dollar roll mechanics

answered May 28, 2022 at 0:28

3 votes

Accepted

How to get started with ABS?

answered Jun 12, 2022 at 18:26

3 votes

Accepted

Comparing TBA and Spec OAS

answered Jun 22, 2022 at 4:49

3 votes

Is there a source for structured product statistics?

answered Apr 26, 2021 at 0:55

3 votes

Accepted

Where to get the total volume of MBS (Mortgage Backed Security) purchase by FRB

answered Aug 7, 2021 at 15:03

3 votes

Accepted

ML/AI in fixed income vs equity

answered Aug 9, 2022 at 16:57

2 votes

Days to settlement for US corporate bonds

answered May 4 at 19:46

2 votes

Accepted

Economics of buying a dollar roll

answered Jun 26, 2022 at 16:32

2 votes

Accepted

Why did Ginnie Mae MBS Net issuance decrease significantly in 2020-2021?

answered May 30, 2022 at 4:57

2 votes

Duration and Convexity

answered Nov 20, 2020 at 3:28

2 votes

Any good papers on Fixed Income Option pricing?

answered Nov 28, 2020 at 18:45

2 votes

Accepted

House price inflation modelling

answered Jan 28, 2021 at 16:53

2 votes

How to calculate scheduled mortgage payment of a mortgage pass-through security?

answered Sep 21, 2020 at 0:14

2 votes

what is the difference between Interest-only/Principal-only securities and CMO strips?

answered Sep 23, 2020 at 22:08

2 votes

Meaning/importance of "yields" (bonds)

answered Oct 4, 2020 at 17:28

2 votes

Accepted

How to set up data for understanding drivers of prepayments

answered Oct 9, 2020 at 23:03

1 vote

Loan level model to understand drivers of mortgage prepayments

answered Oct 11, 2020 at 18:37

1 vote

Accepted

How to calculate aggregated conditional prepayment rates

answered Oct 13, 2020 at 22:06

1 vote

How to determine the cash flows of a Mortgage backed security?

answered Sep 20, 2020 at 23:01

1 vote

Agency Fixed Rate RMBS Yield Decomposition

answered Sep 22, 2020 at 21:04

1 vote

Extracting the OAS out of an MBS?

answered Apr 2, 2021 at 18:11

1 vote

Calculation of Regulatory Capital

answered Dec 9, 2020 at 3:32

1 vote

Calculating the Macaulay duration of a floating-rate bond

answered Nov 3, 2020 at 8:18

Stack Exchange Network

43 Answers

What drives the difference between M1 & M2 money supply (in the US)?

MBS benchmarking

systematic trading reading fixed income

Does TBA become MBS after pool is announced?

If I know the Price, DV01, and Duration of a Fixed Income instrument, is their approximation for the Convexity?

Forecasting non-maturity deposits with machine learning

The impact of QE measures on capital

MBS Dollar roll mechanics

How to get started with ABS?

Comparing TBA and Spec OAS

Is there a source for structured product statistics?

Where to get the total volume of MBS (Mortgage Backed Security) purchase by FRB

ML/AI in fixed income vs equity

Days to settlement for US corporate bonds

Economics of buying a dollar roll

Why did Ginnie Mae MBS Net issuance decrease significantly in 2020-2021?

Duration and Convexity

Any good papers on Fixed Income Option pricing?

House price inflation modelling

How to calculate scheduled mortgage payment of a mortgage pass-through security?

what is the difference between Interest-only/Principal-only securities and CMO strips?

Meaning/importance of "yields" (bonds)

How to set up data for understanding drivers of prepayments

Loan level model to understand drivers of mortgage prepayments

How to calculate aggregated conditional prepayment rates

How to determine the cash flows of a Mortgage backed security?

Agency Fixed Rate RMBS Yield Decomposition

Extracting the OAS out of an MBS?

Calculation of Regulatory Capital

Calculating the Macaulay duration of a floating-rate bond