Managing Agency MBS Market Volatility with Advanced Securitized Products Models and Analytics 2023 | MSCI Inc. | 22 June 2023 | Virtual Event
Venue
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| Event Date | Thu Jun 22 EDT (over 1 year ago) |
| Location | Virtual Event |
| Region | All |
Details
The Agency MBS market is undergoing high volatilities, driven by macro-economic uncertainties, new interest rates and prepayment regimes, and potential policy changes.
This has resulted in an increasing need for market- relevant models and analytics.
We have made significant updates to our securitized products analytics suite to help our clients navigate this market. Our prepayment models have successfully navigated the new housing and turnover regimes, and have provided a solid foundation for investment analysis across the agency MBS sectors. The OAS model suite managed the high mortgage rate volatilities and provided accurate market risk measures. We also released an excel add-in which enables portfolio managers to not only run MSCI’s broad analytics capabilities within Microsoft Excel, but also access the same analytics as their middle office team, thus increasing collaboration between the front and middle office.
Join presenters, as they discuss MSCI agency MBS models and analytics, with a live demonstration and information on latest model updates.
Speakers
2023 Speakers
David Zhang
Managing Director, MSCI Inc.
Yihai Yu
Executive Director, MSCI Inc.
Xin Miao, CFA
Executive Director, MSCI