Bulletins
- Bulletin 1 - The Risk of Funding Fixed Rate Mortgages with Deposits /Yield Curve Movements /IRR Reports
- Bulletin 2 - Key Rate Duration and Non-Parallel Yield Curve Movement /Yield Curve Historical Movements /Getting Started -the Task Manager
- Bulletin 3 - Convexity and Interest Rate Volatilities /Black Volatility Surface for 06/06 /View Term Structure of Rates and Volatilities
- Bulletin 4 - Intangibles of Funding Liabilities /Mortgage OAS Values /Simulate Profits - Customized Yield/Volatility Term Structure
- Bulletin 5 - Mortgage Servicing – the IO Risk /Implied Volatilities /Speeding up The Task Function by Merging
- Bulletin 6 - Return Attribution - Retrospective Analysis /Prepayment Speed /XML Portfolio
- Bulletin 7 - Structured Advances Put Option Value /Structured Advances OAS /XML Import File
- Bulletin 8 - NPV Distribution Decomposition /Interest Rate Correlations for Simulations /VaR Analysis
- Bulletin 9 - Hedging the Funding Cost Using Floors /Cap/ Floor Black Volatility Curve /Do Cap/Floor/Collar Calculations
- Bulletin 10 - Generalized Ho-Lee Model /Prospective Analysis - NPV Value Distribution /Generating Prospective Analysis
- Bulletin 11 - Linear Path Space (LPS) Methodology /Hybrid ARMs Valuation /Analyze Hybrid ARMs
- Bulletin 12 - Generalized Ho-Lee Two Factor Model /PO&IO Valuation Based on Generalized Ho-Lee 1&2 Factor Models /Key Rate Duration Report
- Bulletin 13 - Hybrid ARMs Prepayment Model /Hybrid ARMs and IO Valuation /Interest Rate Risk Report for Multiple Cycles
- Bulletin 14 - Option ARMs Cashflows /Option ARMs Valuation /Duration Trend Comparison Report
- Bulletin 15 - CMOs Cashflows / CMOs Valuation / Net Interest Income Stress Test Analysis Report
- Bulletin 16 - Basel II Requirement /Risk Drivers /Basel Report
- Bulletin 17 - Corporate Bond Valuation /Corporate Spread /Gain/ Loss Stress Test Report
- Bulletin 18 - Prospective Analysis – Credit Risk /Credit Spread of the Fixed-Rate Mortgage /Prospective Analysis Report
- Bulletin 19 - Flow of Risks
- Bulletin 20 - Risk Accounting and the Financial Statements /Financial Statement Reports
- Bulletin 21 - Key Rate Vega / Volatility Risk of Callable Bonds / Portfolio Analytics Reports
- Bulletin 22 - Defaulted Dollars and the Credit Spread/Guarantee Fees of Fixed Rate Mortgage Loans
- Bulletin 23 - Multi-Family Mortgage Loans
- Bulletin 24 - Net Interest Income
- Bulletin 25 - OTR/Futures Basis Trade(Interday)
- Bulletin 26 - OTR/Futures Basis Trade (Intraday)
- Bulletin 27 - Futures Calendar Trade
- Bulletin 28 - Cointegration analysis of interday trading
- Bulletin 29 - Cointegration analysis of FVM0 - 5 ys OTR basis trade on 3/25/2010, the auction day
- Bulletin 30 - Cointegration analysis of TYM0 -7 ys OTR basis trade on 4/16/2010, the Goldman Sachs news day
- Bulletin 31 - Delivery Option decomposition analysis
- Bulletin 32 - Tail Risk of the Basis Trade - discover and demonstrate how to capture profit potential in volatile markets
- Bulletin 33 - Managing Interest Rate Risk Using a Butterfly Trade - compare with DV01 Hedge Ratio Trade
- Bulletin 34 - Manage Interest Rate Risk-THC Cointegration: Manage Value with Clarity
- Bulletin 35 - Basis Cheap/Rich