Epstein Index›Documents›EFTA01385949
💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01385949: Treat and MBS (DS10)

Financial RecordDate unavailableEFTA013859491 keyword hits
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A financial document discussing mortgage-backed securities (MBS) pricing and prepayment modeling, specifically addressing how a prepayment model treats FNCL securities and references G2SF classification. The excerpt discusses fair value calculations and agency MBS price stability following MIP-induced prepayments.

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Excerpt 1
Finally, to calculate the prepayment differential, we price FNCL at even OAS but have the prepay model **treat** the FNCL as G2SF.
Excerpt 2
Adding up to fair value in G2/FN With the first month of MIP-induced prepayments behind us and agency **MBS** lan Carow prices showing some signs of stability

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