Publication

Mortgage-backed securities

Andreas Fuster
2023
Book Chapters

Abstract

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security characteristics, prepayment, and trading activity. Throughout, we highlight insights from the expanding body of academic research on the MBS market and mortgage securitization.

Official source

https://infoscience.epfl.ch/entities/publication/7b4e08f0-96f5-4fc1-be7b-d8771d90cd99

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Mortgage-backed securities

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