SSRNTrading, Microstructure & Execution
Margin Models for MBS
The article delves into the challenges of modeling for mortgage-backed securities trading, including housing market dynamics, changes in mortgage regulations, and government interventions.
Featured in No. 49 on 15 May 2024 · 14 days after release
- Released
- 1 May 2024
- First featured
- No. 49 · 15 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4823955
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).