Mastering MBS and ABS: From Basics to Advanced Analytics

From Fundamentals to Advanced Concepts in Securitizing, Trading, and Investing in Mortgage and Asset-Backed Securities

Comprehensive training on securitization, prepayment models, convexity, waterfall structures, CMOs, and advanced analytics using Intex

5.0/5 rating from finance professionals

$199 $149.99

Enroll Now - 25% OFF

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2 Days

23 Hours

59 Minutes

59 Seconds

Why This Course Will Advance Your Finance Career

Exposure to Real World Concepts and Depth

Comprehensive lectures on prepayment models and waterfall structures used in the industry

Advanced Analytics

Expose yourself to MBS and derivatives concepts like convexity, waterfalls, and more

Deep Understanding

Gain expertise in convexity and interest rate sensitivity that employers value

Competitive Edge

Develop specialized knowledge in CMO structures that few professionals possess

Course Curriculum Highlights

Section 1: Introduction to MBS, ABS, and Securitization

Overview and historical context
Market significance and current trends

Section 2: Mechanics of Securitization

Asset pooling and Special Purpose Vehicles (SPVs)
Tranching, credit enhancements, and key entities

Section 3: Advanced MBS Analysis

Pass-Through MBS, CMOs, and TBA contracts
Valuation methodologies and servicing dynamics

Section 4: Asset-Backed Securities Deep Dive

Structures and underlying asset classes
Comparative analysis with MBS

Section 5: Advanced Risk Analysis

Highlight: Prepayment risk modeling and borrower behavior
Highlight: Interest rate sensitivity and convexity
Credit risk assessment techniques

Section 6: Advanced Prepayment and Cashflow Modeling

Highlight: CPR, SMM and PSA measures
Highlight: Behavioral and econometric models
Highlight: Current Coupon Rate derivation
Highlight: Intex for cash flow analysis

Section 7: Advanced Pricing and Analytics

Static vs. stochastic pricing methods
Highlight: Option Adjusted Spread (OAS)
Highlight: Monte Carlo simulations
Highlight: Negative convexity impacts

Section 8: Market Context and Applications

2008 Financial Crisis analysis
Regulatory changes and market evolution
Python program for MBS pass-through calculations

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Learn from an Industry Expert

Tim Glauner

Quantitative Analyst and Quant Developer in Structured Products

Tim brings extensive experience as a quant and quant developer in structured products and capital markets to this comprehensive course. His background includes working with major financial institutions where he specialized in developing MBS/ABS analytics and quantitative models.

His teaching approach focuses on theoretical concepts and mathematical foundations, ensuring you gain a deep understanding of the complex mathematics behind these securities through comprehensive lectures.

30 Years in Quantitative Finance

Expert Quant Developer

Trained 500+ Finance Professionals

What You'll Learn

Understand securitization mechanics, benefits, and market structure

Master advanced prepayment modeling techniques essential for accurate valuation

Understand how analysis of complex CMO structures and waterfall payment priorities work

Understand how Intex and other industry tools are used for professional-grade analysis

Develop theoretical expertise in convexity measurement and negative convexity impacts

Gain exposure to Python concepts for MBS cashflow calculations

Who This Course is For

Finance Professionals

Looking to specialize in structured products and advance their career

Traders & Analysts

Working with fixed income securities who need deeper technical knowledge

Risk Managers

Needing comprehensive understanding of MBS/ABS risk factors

Students & Graduates

Pursuing careers in capital markets and structured finance

What Finance Professionals Are Saying

"The advanced concepts covered in this course, especially the sections on convexity and prepayment modeling, have been invaluable in my role as a fixed income analyst. I now have a much deeper understanding of MBS/ABS valuation."

Michael R.

Fixed Income Analyst, Investment Bank

"Tim's explanation of Intex and waterfall structures transformed how I approach CMO analysis. The practical applications and Python code examples made complex concepts accessible and immediately useful in my daily work."

Sarah L.

Structured Products, Asset Management Firm

"As someone transitioning into structured finance, this course provided both the foundational knowledge and advanced techniques I needed. The sections on OAS and Monte Carlo simulations were particularly valuable for my role."

David K.

Risk Manager, Regional Bank

Frequently Asked Questions

What prior knowledge is required for this course?

While the course starts with fundamentals, having a basic understanding of fixed income securities and financial markets is beneficial. We cover both basics and advanced concepts, making it accessible to those with varying levels of experience.

How is this course different from other MBS/ABS courses?

This course goes beyond theory to include practical applications using industry tools like Intex. We focus on advanced concepts such as convexity, prepayment modeling, and waterfall structures that many other courses only touch on briefly. Additionally, we provide Python code for MBS cashflow calculations that you can use immediately.

What is the teaching approach of this course?

This course is primarily lecture-based, focusing on deep theoretical concepts and mathematical foundations. You'll gain comprehensive knowledge of prepayment models, cashflow generations, and waterfall structures through detailed lectures. While the course includes conceptual examples, it does not emphasize practical exercises or deep usage of tools, as it's designed to build your theoretical understanding of MBS/ABS markets.

How does the course cover advanced topics like convexity and Intex?

We dedicate entire sections to these advanced topics. For convexity, we explore the mathematical concepts and theoretical implications, particularly negative convexity in MBS. For Intex, we provide an overview of how this industry-standard tool is used for cashflow analysis and valuation in professional settings, focusing on conceptual understanding rather than hands-on practice.

Is there support available if I have questions?

Yes, you'll have access to a Q&A section where you can ask questions about the course material. Tim regularly reviews and responds to questions, providing additional clarification on complex topics.

How long do I have access to the course materials?

Once enrolled, you have lifetime access to all course materials, including any future updates. This allows you to revisit complex topics and stay current with evolving market practices.

Enroll Now and Master Advanced MBS/ABS Analytics

What You'll Get

Continously updated and comprehensive modules covering fundamentals to advanced analytics
Video lessons with in-depth explanations
Python code for MBS pass-through cashflow calculations
Downloadable resources and reference materials
Case studies from real market scenarios
Q&A support for complex topics
Certificate of completion
Lifetime access to all materials and updates

Complete MBS/ABS Mastery

$199 $149.99 25% OFF

Use Coupon: MBSABS25_SEP_2025

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