Extended Viewer

Zhi-Guo Huang

Zhi-Guo Huang

Executive Director, MSCI Research

Zhi-Guo Huang focuses on research related to securitized-product modeling and strategies. He previously served as the head of agency-mortgage modeling at Morgan Stanley, developing models and researching trading strategies. Zhi-Guo holds Master of Science degrees in physics and computer science from Indiana University.

Research and Insights

Articles by Zhi-Guo Huang

    MBS Valuation and Risk Management Under SOFR

    7 mins read Blog | Mar 13, 2023 | Yihai Yu, Zhi-Guo Huang

    With LIBOR’s imminent cessation, the transition from LIBOR to new benchmark the secured overnight financing rate (SOFR) is entering a new stage. We analyze the potential impact on valuation frameworks and hedging practices for mortgage-backed securities.