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MSCI's Securitized Products Models and Research: Agency MBS Analytics in Charles River Manager Workbench

Agency MBS are among the biggest and most complex financial asset classes. Modeling and analytics are key factors for investment analysis and risk management in this sector. 

Join the MSCI Securitized Research team, David Zhang, Head of MSCI Securitized Products Research, Yihai Yu, Head of MSCI Mortgage Research, and Joy Zhang, Head of MSCI Non-Agency Securitization Research, as they provide an overview of our Agency MBS Valuation models, return factor attributions, and analytics. Jared Martin, Vice President Sales Engineering at Charles River Development will show how to integrate the model in Charles River Manager Workbench for front office use. 


  • Overview of MSCI Agency MBS Model and Analytics
    • Highlight of Agency Models and prepayment forecasts
    • Agency API analytics and applications
    • New Agency Factor Model
  • Demonstration of MSCI Single Security Analytics, API and Factor API in Charles River Manager Workbench

*I acknowledge that by registering for this event I am giving permission to share my information with both MSCI and Charles River Development. 

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Oct 27 2021


8:00 a.m. PDT San Francisco
11:00 a.m. EDT New York
4:00 p.m. BST London


Virtual Platform

Event Speakers

David Zhang

Managing Director, Head of Securitized Products Research | MSCI

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Yihai Yu

Executive Director, Global Head of Mortgage Research | MSCI

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Joy Zhang

Executive Director, Head of Non-Agency Securitization Research | MSCI

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Jared Martin

Sales Engineer | Charles River

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