MSCI in Practice: Hedging mortgage risk during the Covid-19 dislocation

As we continue our MSCI in Practice series to bring actionable insight during this unprecedented time, on July 15, 2020 we present: Modeling Agency MBS Risk in MSCI RiskManager.

Investors in agency MBS face many uncertainties: how does the ongoing coronavirus pandemic affect refinancing and housing turnover, could mortgage rates go down further under the Fed’s unlimited QE, how does the Fed’s curve control drive the MBS risk profile? During this webinar MSCI experts show how to model these risk factors in MSCI RiskManager. 

Agenda topics

• Key risk factors for the agency MBS sector 
• How to model these risk factors in MSCI RiskManager 
• Q&A