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Valuation Methods of Collateral Mortgage Obligations - Dissertation Example

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Valuation Methods of Collateral Mortgage Obligations

?                                                           __________________ Jeremy Moreland, PhD Date    Dean, School of Advanced Studies University of Phoenix Abstract Begin Dedication Begin Acknowledgments Begin Table of Contents COLLATERALIZED MORTGAGE OBLIGATION VALUATION METHODS i COLLATERALIZED MORTGAGE OBLIGATION VALUATION METHODS iii Abstract iv Dedication v Acknowledgments vi Table of Contents vii List of Tables x List of Figures xi Chapter 1: Introduction 1 Background of the Problem 2 Statement of the Problem 3 Purpose of the Study 5 Significance of the Problem 6 Nature of the Study 8 Research Questions 10 Hypotheses 10 Theoretical Framework 11 Definition of Terms 14 Assumptions 14 Scope, Limitations, and Delimitations 15 Summary 15 Chapter 2: Review of the Literature 18 Historical Overview 18 Literature Review 27 Securitization and the Mortgage Market 31 The Evolution of Financial Exploitation 32 From the Margins of the City to the Core of Global Finance 33 Balanced Discussions and Alternative Viewpoints 34 Identified Research Gaps 35 Conclusion 38 Summary 40 Chapter 3: Method 1 Research Method and Design Appropriateness 1 Population, Sampling, and Data Collection Procedures and Rationale 4 Informed Consent, Confidentiality, and Geographic Location 5 Data Collection 5 Appropriateness, and Reliability and Validity of the Instruments 6 Internal Validity and External Validity 8 Data Analysis 8 Hypotheses 11 Description of Questionnaire Formulation 11 Findings of the Research (CMO Valuation Model) 13 Summary 13 14 References 14 Appendix A: Title 21 List of Tables List of Figures Chapter 1: Introduction The proposed quantitative descriptive research study involves the various valuation methodologies of prepayment speeds within collateralized mortgage obligation (CMO) tranches. The study involves analyzing how the prevalent valuation methods are useful in current complex economic scenarios. The objective of the proposed study is primarily to examine the applicability of various methods of valuation for pricing the CMOs so as to determine their validity in the present economic conditions. Collateralized mortgage obligations are derivative debt instruments that can be aptly defined as the claim that arises out of cash flows from large pools of home mortgages. The advantages of the CMO structure is that once mortgage holders receive principal and interest, the principal and interest is distributed to tranches. The principal amount, the coupon rate, the prepayment risk, and the maturity date differ among the tranches (Economy Watch, n. d.). Collateralized m ...Show more

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COLLATERALIZED MORTGAGE OBLIGATION VALUATION METHODS By Brian George A Dissertation Presented in Partial Fulfillment of the Requirements for the Degree Doctor of Business Administration University of Phoenix November 2012 © 2012 by BRIAN GEORGE ALL RIGHTS …
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