Does anyone know of literature that offers strategies for analyzing seasoned credit imparied non-agy pools? Most of the literature out there is dealer primers etc but back when the subprime engine was cranking. Looking for discussion of topics like analyzing triggers, analyzing loan mods, etc. Any ideas?
Hire Jeff Gundlach–he da man!
the primers should also talk about triggers. in terms of mods…i think some people are still trying to figure out the best way to go about analyzing them. You can always check to see how the rating agencies are looking at them…they should have updated their ratings criteria by now. other than that, you have to have to stay on top of SS research on this stuff. BAML is pretty prolific on the topic. Good luck!!
I’m on sell side and we dont publish on the sector anymore. You wouldnt be so kind as to flip me some recent SS pubs would you?
Gundlach’s old firm, TCW, used to put out good stuff but I am not sure if they do so any more.
what’s your email 1morelevel?
SVJ - abmyers@ucla.edu. Thanks man. Anything you have is great. All I have is really old primers and Fabozzi MBS.
Sent
OP, did you get my email?
OP, I must say, you straight up disappointed me. I went out of my way to send you some SS reports and asked you a question in one of the emails. Least you can do is respond saying thanks. damn dude. seriously?! Not cool.