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Yini Yang
Vice President, MSCI 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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BLOG
Consumer ABS: Recovering from Coronavirus?
Jun 11, 2020 Yini Yang , Jian Chen , Joy Zhang -
Machine learning using neural networks has been successfully applied to fields in which extremely complex patterns can prove challenging for other algorithms. Are neural networks suited for modeling prepayment risk in agency mortgage-backed securities?
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Consumer ABS Under Coronavirus in the US and China
May 11, 2020 Yini Yang , Jian Chen , Joy ZhangBeyond COVID-19’s steep human toll, the pandemic’s disruption of economic life has led to widespread loss of income and impaired some borrowers’ ability to repay loans. What could the impact be for investors in consumer asset-backed securities in the U.S. and China?
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Could coronavirus lead to default contagion in CLOs?
Apr 1, 2020 Joy Zhang , Yini Yang -
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Trade deal broadened access to China’s nonperforming loans
Jan 29, 2020 Jian Chen , Yini YangThe 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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