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Showing 21 - 30 of 42 entries

  1. BLOG

    Are You Ready For Uniform MBS? (Part 1) 

    Apr 8, 2019 Yihai Yu

    Models/Client Cases , Fixed Income , Risk Management

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    Fannie & Freddie will conclude Single Security Initiative (SSI) June 3, 2019, creating a single to-be-announced (TBA) market & a new TBA security: the uniform mortgage-backed security (UMBS)

  2. BLOG

    Factors and ESG: the truth behind three myths 

    Mar 20, 2019 Guillermo Cano

    Models/Client Cases , ESG Research , Factor Investing

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    There are misconceptions of the relationship between factors and ESG issues. We debunked three common myths about ESG, momentum, quality and smaller-cap stocks.

  3. BLOG

    Santander’s coco extension: The new market norm? 

    Mar 18, 2019 Gergely Szalka , Imre Vörös

    Models/Client Cases , Fixed Income , Risk Management , Integrated Risk Management

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    Banco Santander announced it would extend — i.e., not call — its additional-tier-one contingent-convertible (coco) bond. Was the market caught off guard?

  4. BLOG

    Are Subprime Auto Loans at a Tipping Point? 

    Mar 4, 2019 Yini Yang , Joy Zhang

    Models/Client Cases , Economic Exposure , Fixed Income

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    Investors and the media have lately turned their attention to credit risk in U.S. subprime automotive lending — concerns that increased during the recent market volatility.

  5. BLOG

    How mortgage fees affect rates and spreads 

    Feb 7, 2019 Yihai Yu

    Models/Client Cases , Real Estate Investing , Fixed Income

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    How could potential changes in U.S. mortgage policy and possible long-term industry trends affect mortgage-related fees and rate spreads?

  6. BLOG

    CDS hedging: exploring all the options 

    Jan 23, 2019 Michael Hayes

    Models/Client Cases , Fixed Income , Risk Management

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    The credit-default-swap (CDS) market previously offered a cost-effective means to make short-term hedges or place bets on an individual issuer’s credit.

  7. BLOG

    From credit crunch to liquidity crunch: managing liquidity 

    Jan 10, 2019 András Bohák

    Models/Client Cases , Fixed Income , Risk Management

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    Volatility of credit spreads in both emerging- and developed-market debt increased significantly in 2018. Large rises in credit spread levels were followed by increased bid-ask spreads, making it expensive to reduce exposure within a short time frame.

  8. BLOG

    Investing in convertible bonds when rates rise 

    Nov 30, 2018 Gergely Szalka

    Models/Client Cases , Fixed Income , Risk Management , Integrated Risk Management

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    Is my convertible bond more like a stock or a bond? How can I identify convertible bonds offering protection from rising rates?

  9. BLOG

    What it may mean for Japanese stocks if easy money ends 

    Nov 22, 2018 Naoya Nishimura

    Models/Client Cases , Global Investing , Factor Investing

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    Some observers are concerned that when the Bank of Japan (BOJ) eventually ends its ultra-easy monetary policy, it could hurt the Japanese stock market. Part of this concern stems from the fact that the BOJ’s unconventional monetary policy involves purchasing Japanese exchange-traded funds (ETFs).

  10. BLOG

    Which factors mattered in China? 

    Nov 7, 2018 Oleg Ruban

    Models/Client Cases , Global Investing , Factor Investing

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    Chinese equity prices have hardly been music to investors’ ears so far in 2018. The MSCI China A Onshore IMI Index — the broadest MSCI A shares index designed to represent the performance of the overall A shares market — has declined more than 25% in local currency terms through Oct. 31, 2018. Were there factors in this market that outperformed?

Showing 21 - 30 of 42 entries