Sustainability Matters in the Bond Market
We already know there is a clear link between ESG ratings and the cost of capital. But the question remains: do ESG ratings matter for bonds and their credit spreads? Should fixed income investors care? Listen to this week’s episode to find out!
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Sustainability Now Podcast
The world of Sustainability explored. A rotating cast of environmental, social, and governance researchers join hosts Mike Disabato and Bentley Kaplan as they discuss the most pressing news of the week. But in an enjoyable way.
The Financial Materiality of Sustainability Risk in Credit Markets: A Decade of Evidence
We analyzed 2015-2024 data to see if bond issuers' sustainability traits explain credit risk and returns beyond traditional factors like duration, credit quality and liquidity.
Agency-MBS Risk and Return: Social-Impact Factors
MBS investments exhibit increasingly nuanced risk-return profiles, with markets beginning to price in social-impact factors. We present new social metrics to better evaluate MBS risks and returns.
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