Citigroup Guide to Mortgage-Backed and Asset-Backed Securities

Download or read book Citigroup Guide to Mortgage-Backed and Asset-Backed Securities written by Lakhbir Hayre and published by . This book was released on 2007-09 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Citigroup Guide to Mortgage-Backed and Asset-Backed Securities is the second edition of the Salomon Smith Barney Guide, and will reflect Citigroup's acquisition of Salomon Smith Barney. Edited by Lakhbir Hayre and written by a team of analysts at Citigroup, the new book will address changes in today's MBS and ABS markets. This exhaustive guide will include a new chapter on Dollar Rolls, more detailed primers on important ABS sectors, and new chapters on recent valuation advances in volatility skew and modeling of ABS and CMBS defaults. All of the existing chapters have also been updated to reflect market developments.