Published May 13, 2022
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MBS Deferred Asset Model
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Description
The MBS Deferred Asset model is used for fair value assets that have been transferred to the Canada Housing Trust (CHT) through participation in the Canada Mortgage Bond (CMB) program. In particular, the model calculates the fair value of the retained interest of the MBS.
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https://osf.io/preprints/inarxiv/zv2xe/download
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MbsDeferedAssetModel.pdf
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