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	<title><![CDATA[investment and mortgage-backed security Resources | BNET]]></title>
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		<title><![CDATA[Webster Financial Corporation Q4 2008 Earnings Call Transcript]]></title>
		<link><![CDATA[http://www.bnet.com/2462-14037_23-263768.html]]></link>
		<description><![CDATA[ Question-and-Answer SessionOperator Thank you. Ladies and gentlemen, we will now be conducting a question-and-answer session. Operator instructions Our first question is coming from Ken Zerbe with Morgan Stanley. Please state your question. Ken Zerbe &#8211; Morgan Stanley Good morning. James Smith Good morning. Ken Zerbe &#8211; Morgan Stanley I...]]></description>
		<s:doctype><![CDATA[Earnings calls]]></s:doctype>
		<pubDate>Fri, 23 Jan 2009 12:48:14 -0800</pubDate>
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		<title><![CDATA[VAR for Mortgage Backed Securities]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=62320]]></link>
		<description><![CDATA[Value at Risk VaR is a mathematical approach for estimating the maximum potential loss of a given portfolio within some field of time with some likelihood of occurrence. Monte Carlo Simulation calculates the potential portfolio loss using market scenarios that were created from historic volatility and correlation estimates. As correlation...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Wed, 01 Jan 2003 00:00:00 -0800</pubDate>
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		<title><![CDATA[Parameter Stability and the Valuation of Mortgages and Mortgage-Backed Securities]]></title>
		<link><![CDATA[http://jobfunctions.bnet.com/abstract.aspx?docid=118327]]></link>
		<description><![CDATA[The paper examines the effect of parameter instability on the valuation of mortgages and mortgage-backed securities. In particular, the paper prices 1997 issue mortgages subject to the 1998 bond market rally events assuming an empirically derived prepayment model constructed on data reflecting the 1993 experience and compares results to those...]]></description>
		<s:doctype><![CDATA[White papers]]></s:doctype>
		<pubDate>Sat, 01 Jun 2002 00:00:00 -0700</pubDate>
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