The December 2019 issue of Pathways is now available! In our case study this month, David Oh will provide an in-depth example for how attribute-level payups and pricing assumptions may be used to price a portfolio of loans. The same methodology shown in the case study can be leveraged for replicating pricing grids for mortgage origination as well as for spec pool pricing based on price spreads to TBAs. To access the newsletter please click here.
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