Extended-lister

Filters
 

TAGS

Nothing was found.

Showing 21 - 30 of 43 entries

  1. BLOG

    Are You Ready For Uniform MBS? (Part 1) 

    Apr 8, 2019 Yihai Yu

    Models/Client Cases , Fixed Income , Risk Management

    Learn More

    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

    Learn More

    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 Imre Vörös , Gergely Szalka

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

    Learn More

    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 Joy Zhang , Yini Yang

    Models/Client Cases , Economic Exposure , Fixed Income

    Learn More

    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

    Learn More

    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

    Learn More

    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

    Learn More

    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

    Equity markets in November – Do pro-cyclical risks remain? 

    Dec 19, 2018 George Bonne , Leon Roisenberg

    Models/Client Cases , Factor Indexes , Factor Investing

    Learn More

    In our recent blog, “Equity markets in October – Has the tide turned?” we highlighted a rotation from pro-cyclical to defensive factors and sectors that began in June and accelerated in October. We also found that crowding in the momentum factor in the U.S. remained high, which suggested continued risks to momentum and other pro-cyclical themes.

  9. BLOG

    Investing in convertible bonds when rates rise 

    Nov 30, 2018 Gergely Szalka

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

    Learn More

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

  10. BLOG

    What it may mean for Japanese stocks if easy money ends 

    Nov 22, 2018 Naoya Nishimura

    Models/Client Cases , Global Investing , Factor Investing

    Learn More

    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).

Showing 21 - 30 of 43 entries