Collateralized Mortgage Obligations: Structures and Analysis

Collateralized Mortgage Obligations: Structures and Analysis
Chuck Ramsey is the Chairman and cofounder of Mortgage Risk Assessment Corporation. He was previously a General Partner at Bear Stearns & Co., where he ran the FHLMC/FNMA trading desk and was cohead of fixed income sales. At Bear Stearns he developed the first system on Wall Street for issuer analysis of mortgage-backed securities and the first prepayment model that used geographical differences in forecasting prepayments. He is considered the innovator of specified pool trading. Mr. Ramsey is the coeditor of The Handbook of Nonagency Mortgage-Backed Securities and a contributor to The Handbook of Fixed Income Securities. He holds an undergraduate degree from Lamar University.
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Chuck Ramsey is the Chairman and cofounder of Mortgage Risk Assessment Corporation. He was previously a General Partner at Bear Stearns & Co., where he ran the FHLMC/FNMA trading desk and was cohead of fixed income sales. At Bear Stearns he developed the first system on Wall Street for issuer analysis of mortgage-backed securities and the first prepayment model that used geographical differences in forecasting prepayments. He is considered the innovator of specified pool trading. Mr. Ramsey is the coeditor of The Handbook of Nonagency Mortgage-Backed Securities and a contributor to The Handbook of Fixed Income Securities. He holds an undergraduate degree from Lamar University.
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