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Bulletins
  1. Bulletin1-The Risk of Funding Fixed Rate Mortgages with Deposits /Yield Curve Movements /IRR Reports
  2. Bulletin2-Key Rate Duration and Non-Parallel Yield Curve Movement /Yield Curve Historical Movements /Getting Started -the Task Manager
  3. Bulletin3-Convexity and Interest Rate Volatilities /Black Volatility Surface for 06/06 /View Term Structure of Rates and Volatilities
  4. Bulletin4-Intangibles of Funding Liabilities /Mortgage OAS Values /Simulate Profits - Customized Yield/Volatility Term Structure
  5. Bulletin5-Mortgage Servicing – the IO Risk /Implied Volatilities /Speeding up The Task Function by Merging
  6. Bulletin6-Return Attribution - Retrospective Analysis /Prepayment Speed /XML Portfolio
  7. Bulletin7-Structured Advances Put Option Value /Structured Advances OAS /XML Import File
  8. Bulletin8-NPV Distribution Decomposition /Interest Rate Correlations for Simulations /VaR Analysis
  9. Bulletin9-Hedging the Funding Cost Using Floors /Cap/Floor Black Volatility Curve /Do Cap/Floor/Collar Calculations
  10. Bulletin10-Generalized Ho-Lee Model /Prospective Analysis - NPV Value Distribution /Generating Prospective Analysis
  11. Bulletin11-Linear Path Space (LPS) Methodology /Hybrid ARMs Valuation /Analyze Hybrid ARMs
  12. Bulletin12-Generalized Ho-Lee Two Factor Model /PO&IO Valuation Based on Generalized Ho-Lee 1&2 Factor Models /Key Rate Duration Report
  13. Bulletin13-Hybrid ARMs Prepayment Model /Hybrid ARMs and IO Valuation /Interest Rate Risk Report for Multiple Cycles
  14. Bulletin14-Option ARMs Cashflows /Option ARMs Valuation /Duration Trend Comparison Report
  15. Bulletin15-CMOs Cashflows / CMOs Valuation / Net Interest Income Stress Test Analysis Report
  16. Bulletin16-Basel II Requirement /Risk Drivers /Basel Report
  17. Bulletin17-Corporate Bond Valuation /Corporate Spread /Gain/Loss Stress Test Report
  18. Bulletin18-Prospective Analysis – Credit Risk /Credit Spread of the Fixed-Rate Mortgage /Prospective Analysis Report
  19. Bulletin19-Flow of Risks
  20. Bulletin20-Risk Accounting and the Financial Statements /Financial Statement Reports
  21. Bulletin21-Key Rate Vega / Volatility Risk of Callable Bonds / Portfolio Analytics Reports
  22. Bulletin22-Defaulted Dollars and the Credit Spread/Guarantee Fees of Fixed Rate Mortgage Loans
  23. Bulletin23-Multi-Family Mortgage Loans
  24. Bulletin24-Net Interest Income
  25. Bulletin25-OTR/Futures Basis Trade(Interday)
  26. Bulletin26-OTR/Futures Basis Trade (Intraday)
  27. Bulletin27-Futures Calendar Trade
  28. Bulletin28-Cointegration analysis of interday trading
  29. Bulletin29-Cointegration analysis of FVM0 - 5 ys OTR basis trade on 3/25/2010, the auction day
  30. Bulletin30-Cointegration analysis of TYM0 -7 ys OTR basis trade on 4/16/2010, the Goldman Sachs news day
  31. Bulletin31-Delivery Option decomposition analysis
  32. Bulletin32-Tail Risk of the Basis Trade - discover and demonstrate how to capture profit potential in volatile markets
  33. Bulletin33-Managing Interest Rate Risk Using a Butterfly Trade - compare with DV01 Hedge Ratio Trade
  34. Bulletin34-Manage Interest Rate Risk-THC Cointegration: Manage Value with Clarity
  35. Bulletin35-Basis Cheap/Rich
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