The coronavirus pandemic has created turmoil across financial markets and throughout the entire US economy, and the Non-Agency RMBS sector may be especially susceptible to the broader economy's deterioration.Yield Book offers users the flexibility to adjust key performance measures and override key macroeconomic inputs in order to assess the implications across mortgage performance and bond analytics. In this guide, we demonstrate how to utilize model scalars and prepayment dials for representative deals from the CRT (CAS2019-R01, STACR 2019-DNA1, STACR 2019-HQA1), Jumbo near Prime (SEMT 2019-1) and Non-QM (AOMT 2019-1) sectors, and the resulting impact on collateral performance projections.

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