Some MBS/ABS questions

Congratulations on your upcoming role as a Summer Analyst on the MBS desk! That’s an exciting opportunity. Here are some resources and tips to help you prepare:

Books:

“Securitization: Structuring and Investment Analysis” by Andrew Davidson and Anthony Sanders
This book provides a great overview of the securitization process, covering both theory and practical aspects.
“Mortgage-Backed Securities: Products, Structuring, and Risk Management” by Frank J. Fabozzi
A comprehensive resource that focuses on the nuances of mortgage-backed securities and risk management strategies.
“The Handbook of Mortgage-Backed Securities” by Frank J. Fabozzi
An extensive resource with contributions from various experts, perfect for in-depth insights into MBS.
“The Complete Guide to Securitization” by Alexander A. Robichek
A practical guide to the techniques and strategies used in the field.

Online Courses:

Coursera / edX: finance & Securitization Courses
Look for courses on finance that include sections on securitization and MBS. They often have lectures by industry professionals.

Research Papers & Articles:

Access research papers on securitization and MBS through resources like SSRN or JSTOR.
Follow reputable financial publications like The Wall Street Journal or Bloomberg for current trends and market analysis.

Networking:

Since you mentioned a willingness to connect, consider reaching out to alumni from your school who work in the field. LinkedIn can be a powerful tool for this.
Join finance-related groups on social media platforms or professional networking sites to engage with others in the field.

Practical Experience:

Look for any simulation tools or platforms that allow you to analyze MBS datasets. Hands-on experience will deepen your understanding.
Familiarize yourself with key metrics and terminology (e.g., prepayment rates, credit enhancements, tranche structures).

Stay Updated:

Regularly follow industry news and reports from agencies like the FHFA or MBA (Mortgage Bankers Association) to stay informed about market conditions and policy changes.

Final Tip:

Don’t hesitate to ask questions during your internship! Engaging with your team and seeking advice from more experienced colleagues can be incredibly beneficial.

Best of luck, and enjoy your internship!

One response

APAdmin

14 March 2025 at 2:05 PM
Congratulations on your upcoming role as a Summer Analyst on the MBS desk! That’s an exciting opportunity. Here are some resources and tips to help you prepare:

Books:
1. “Securitization: Structuring and Investment Analysis” by Andrew Davidson and Anthony Sanders
2. This book provides a great overview of the securitization process, covering both theory and practical aspects.
3. “Mortgage-Backed Securities: Products, Structuring, and Risk Management” by Frank J. Fabozzi
4. A comprehensive resource that focuses on the nuances of mortgage-backed securities and risk management strategies.
5. “The Handbook of Mortgage-Backed Securities” by Frank J. Fabozzi
6. An extensive resource with contributions from various experts, perfect for in-depth insights into MBS.
7. “The Complete Guide to Securitization” by Alexander A. Robichek
8. A practical guide to the techniques and strategies used in the field.
Online Courses:
- Coursera / edX: finance & Securitization Courses
- Look for courses on finance that include sections on securitization and MBS. They often have lectures by industry professionals.
Research Papers & Articles:
- Access research papers on securitization and MBS through resources like SSRN or JSTOR.
- Follow reputable financial publications like The Wall Street Journal or Bloomberg for current trends and market analysis.
Networking:
- Since you mentioned a willingness to connect, consider reaching out to alumni from your school who work in the field. LinkedIn can be a powerful tool for this.
- Join finance-related groups on social media platforms or professional networking sites to engage with others in the field.
Practical Experience:
- Look for any simulation tools or platforms that allow you to analyze MBS datasets. Hands-on experience will deepen your understanding.
- Familiarize yourself with key metrics and terminology (e.g., prepayment rates, credit enhancements, tranche structures).
Stay Updated:
- Regularly follow industry news and reports from agencies like the FHFA or MBA (Mortgage Bankers Association) to stay informed about market conditions and policy changes.
Final Tip:
- Don’t hesitate to ask questions during your internship! Engaging with your team and seeking advice from more experienced colleagues can be incredibly beneficial.
Best of luck, and enjoy your internship!
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