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Yield Book Structuring Tool

Yield Book Structuring Tool allows users to market and analyze new deals, cut and repackage collateral, price tranches, and identify deal arbitrage opportunities.

Yield Book Structuring tool

The Yield Book Structuring Tool is an application designed to analyze Agency Collateralized Mortgage Obligation (CMO), Credit Risk Transfer (CRT), and Non-Agency RMBS deals within our product suite and provides issuers and traders the framework to create new issue deals in the primary market.

Features & Benefits

Create, analyze, and market agency and non-agency deals

Structuring and analysis of new issue agency and non-agency deals

Designed for sell-side and buy-side investors, Yield Book Structuring Tool allows users to market and analyze new deals, cut and repackage collateral, price tranches, and identify deal arbitrage opportunities.

Agency CMO, CRT, non-agency RMBS, and CMBS can be priced at nominal or option-adjusted levels thanks to the integration of Yield Book prepayment and OAS models into Yield Book Structuring Tool.

Structuring and analysis of new agency deals *

Spreadsheet power and flexibility

Create large-volume deals directly within Microsoft Excel® functions and calculate analytics dynamically off the new structure.

Create deals off multiple collateral rep lines or multiple structures and batch your calculations to view deal creation values.

Yield Book Structuring Tool is flexible and powerful.

Spreadsheet power and flexibility *

Instant deal distribution

Saved deals are instantly available to buy-side and specifically permissioned sell-side customers of Yield Book.

DEALA Yield Book Structuring Tool *

* Screenshots are sourced from Yield Book. For illustrative purposes only.