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Module 6 of SFAcademy's Level 2 Bootcamp Series is now live.
In our newest Level 2 module, Agency RMBS Modeling, Risk & Derivatives, Bank of America's Chun Lin examines how prepayment behavior drives Agency RMBS valuation and risk—and how evolving modeling techniques, including machine learning and AI, are enhancing our understanding and forecasting of prepayments. This module is the first in a three-part series.
By the end of this session, you will:
- Understand how prepayments affect Agency RMBS valuation and risk.
- Identify the key drivers of mortgage prepayment behavior.
- Explore traditional, machine learning, and AI-based approaches to prepayment modeling.
Enroll in SFAcademy to access the latest module, continue through the Bootcamp Series at your own pace, and earn digital badges to showcase on your LinkedIn profile.
Watch Module
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