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Yini Yang
Vice President, Head of ABS Research
About the Contributor
Yini Yang focuses on the research and development of collateral models for asset-backed securities. Previously, she worked as a quantitative developer at Nomura, responsible for developing the analytics platform for securitized products. At Barclays Capital, Yini helped build the analytics library for mortgage-backed securities and MBS derivatives. She has master’s degrees in mathematics and financial engineering from New York University, as well as a bachelor’s degree in electronic engineering from Tsinghua University.
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Blog posts by Yini Yang
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Trade deal broadened access to China’s nonperforming loans
Jan 29, 2020 Jian Chen , Yini Yang
Learn MoreThe phase-one U.S.-China trade deal lets U.S. asset managers acquire nonperforming loans directly from Chinese banks. We assess the market’s characteristics, as investors face challenges estimating recovery rates and liquidation timing of these loans.
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The default rate for auto loans in Chinese consumer asset-backed securities increased rapidly in recent months, and China may be moving toward a more borrower-friendly bankruptcy regime. Could this lead to even higher default rates?
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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.
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