The Handbook of Mortgage-Backed Securities, 7th Edition

18 October 2016
Edited by Dr. Frank J. Fabozzi

The seventh edition of The Handbook of Mortgage-Backed Securities is the premier technical resource for participants in the mortgage securities market. It is also the first revision following the subprime mortgage crisis. As with previous editions dating back to the origins of structured products in the early 1980s, The Handbook is designed to provide not only the fundamentals of securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage of the state-of-the-art strategies for capitalizing on the opportunities in this market.

Fifteen NERA Economic Consulting experts were selected by Dr. Frank J. Fabozzi, one of the world’s foremost authorities on fixed-income securities and derivative instruments and the editor of The Handbook, to contribute chapters to the latest edition, including:

  • Chairman Dr. Andrew S. Carron, who wrote “Impact of the Credit Crisis on Mortgage-Backed Securities” with Director Anne Gron and Thomas Schopflocher;
  • Senior Consultant Dr. Airat Chanyshev, who wrote “Floating-Rate Mortgage Securities” with Associate Director Erin McHugh and former Senior Consultant Esther Bruegger;
  • Associate Director Dr. Jordan Milev, who wrote “Introduction to Covered Bonds” with Thomas Schopflocher;
  • Managing Director and Bankruptcy Practice Chair Dr. Faten Sabry, who wrote “Residential Mortgage Defaults, Foreclosures, and Modifications” with Associate Director Drew Claxton and Senior Consultant Dr. Ignacio Franceschelli; and
  • Managing Director Dr. Chudozie Okongwu, who wrote “Credit Derivatives and Mortgage-Backed Securities” with Associate Directors Oksana Kitaychik and Timothy McKenna, and Consultant Giulio Renzi-Ricci;
  • Former Managing Director Dr. Sharon Brown-Hruska, who wrote the chapter, “New Regulations for Securitizations and Asset-Backed Securities” with Consultant Trevor Wagener and former Senior Consultant Georgi Tsvetkov.

If you would like to review a chapter of The Handbook written by a NERA expert, please submit your request through the link to the right side of this page.