What is Credit Loss Ratio?
The ratio of current credit-related losses to the current par value of a mortgage-backed security (MBS), or the ratio of total credit-related losses to the original par value of an MBS. Different MBSs and different sections within an MBS have different credit-risk profiles, and are therefore likely to have different credit loss ratios. Read more for examples and further explanation including related video clips and also comments
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Positive Carry definition explanation
What is Positive Carry?
A strategy of holding two offsetting positions, one of which creates an incoming cashflow that is greater than the obligations of the other. Read more for examples and further explanation including related video clips and also comments
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