A New View on Asset-Backed Securities Pricing
A systematic and transparent approach to determine realistic pricing
This paper is for investors who are interested in realistic pricing for asset-backed securities (ABS). It presents a systematic and transparent approach to determine realistic ranges in bond prices based on the actual performance of the underlying collateral and the sensitivity of the prices to that collateral. The presented methodology is agnostic with respect to credit models and requires no assumptions on economic or other factors, thus freeing the user from having to create assumptions from scratch or use proprietary, third-party inputs.
Learn how a systematic and transparent approach can more effectively determine realistic pricing for ABS.