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Ready for uniform MBS? (part 2)
Ready for uniform MBS? (part 2)
Aligning prepayment speeds of Fannie Mae and Freddie Mac securities presents a major challenge ahead of the launch of uniform mortgage-backed securities. Investors can quantify historical degrees of prepayment-speed misalignment and assess its impact on pricing.
Fear of a more politicized Fed
Fear of a more politicized Fed
Does the market think the Fed is becoming less independent because of political pressure? Some worry this could become a reality, at a potential long-term cost to the economy. We look at more than a half-century of data to gauge the current market view.
Ready for uniform MBS? (part 1)
Ready for uniform MBS? (part 1)
Fannie Mae and Freddie Mac’s uniform mortgage-backed security is coming. Investors will be able to exchange their securities but face challenges in accurately modeling the compensation they will get.
Yield-curve inversions’ market impact
Yield-curve inversions’ market impact
Inversion of the yield curve has historically been a reliable indicator that a recession is coming. But what has it implied for stock prices and Treasury rates? The answers are far from clear
Evaluating the impact of LIBOR fallback
Evaluating the impact of LIBOR fallback
LIBOR and other interbank rates will be discontinued in 2022. Here’s how investors exposed to LIBOR-based financial contracts can address potential repricing risk.
Have high-yield ETFs created liquidity risk?
Have high-yield ETFs created liquidity risk?
Heavy redemptions of high-yield ETFs during the fourth quarter of 2018 raised concerns about liquidity risk for these funds. Our analysis suggests that these fears may be overblown.
A new day for monetary policy
A new day for monetary policy
Listen as MSCI’s Andy Sparks discusses potential implications of the U.S. Federal Reserve’s sharply softening monetary policy, and whether the role of central banks has changed.
Santander coco extension: A new norm?
Santander coco extension: A new norm?
When Banco Santander said it would not call some of its contingent-convertible bonds, the media said the extension of these bonds upended existing practice. Markets, however, had a different view.
Introducing MSCI Beon
Introducing MSCI Beon
MSCI BeonTM – Designed in response to the financial industry’s most complex data challenges, MSCI Beon is a next-generation analytics platform harnessing advanced integration technologies to take you beyond the limits of your current portfolio analysis capabilities.
Agency fixed rate prepayment model
Agency fixed rate prepayment model
Manage the risk of complex mortgage instruments more effectively with MSCI’s integrated fixed income risk analytics.
Using MSCI HedgePlatform for holdings-based risk management
Using MSCI HedgePlatform for holdings-based risk management
In this case study, we show how SWIB employs the MSCI transparency service called HedgePlatform.