Coronavirus and a potential MBS convexity whipsaw

Coronavirus and a potential MBS convexity whipsaw

March 6, 2020  Yihai Yu

Amid rising fears that the human toll of coronavirus will have a significant impact on the global economy, investors have sought safety in Treasurys and driven yields to all-time lows. This rate rally has posed a hedging challenge for investors in mortgage-backed securities.

Episode 69 - The ESG Weekly: Drug shortages and the coronavirus, from whence your drugs came

Episode 69 - The ESG Weekly: Drug shortages and the coronavirus, from whence your drugs came

March 6, 2020

The market is freaking out about the coronavirus because it is everywhere but Antarctica, and now everyday medicine is becoming scarce because of supply chain disruptions. But what is a drug supply chain? And why do patients and investors need to worry about vitamin and antibiotic shortages due to disruptions in India and China? We talk to the experts about supply chains and disasters.

Andy Sparks on AssetTV: Coronavirus impact on markets

Andy Sparks on AssetTV: Coronavirus impact on markets

March 5, 2020 

Andy Sparks discusses the recent market environment, the rate cut and the dramatic flight to quality.

The coronavirus market impact spreads globally

The coronavirus market impact spreads globally

March 5, 2020  Jun Wang, Jay Yao

Fear of a coronavirus pandemic and ensuing economic impacts caused sharp drops in global markets after an initially mild response. We look at recent performance from a factor perspective and how quickly factor returns and volatility reverted in past crises.

A coronavirus stress test for global markets

A coronavirus stress test for global markets

March 4, 2020  Thomas Verbraken, Chenlu Zhou, Juan Sampieri

After the coronavirus spread to multiple continents, markets recorded the worst week since the crisis. How much further could markets drop if epidemic turns into pandemic? Our stress test indicates room for further losses.

The coronavirus epidemic: Implications for markets

The coronavirus epidemic: Implications for markets

Feb 12, 2020  Zhen Wei, Jun Wang, Thomas Verbraken

The toll from the coronavirus has been felt throughout societies, leading to repercussions on the global economy and financial markets. We examine investor impact through markets’ economic exposures to China and factors and by stress testing portfolios.

Market implications from Coronavirus

Market implications from Coronavirus

Our expert panel explores a stress test on global assets, equity exposure to China and a factor analysis of market trends.