RESEARCH PAPERS
Latest thought leadership and insights from the Fixed Income Analytics team
An introduction to CLO’s
An introduction to Ginnie Mae Project Loans
ESG Taxonomy for Securitised Products
US Agency mortgage-backed securities (MBS) – a foreign investor’s perspective
Yield Book FN DUS model overview and performance – Agency CMBS
Yield Book Responsible Lending behaviour metrics and scores: Loan Churn
Yield Book Responsible Lending behaviour metrics and scores: Outsized Rates
Yield Book Responsible Lending behaviour metrics and scores: Early Pay Default Risk (EPDR)
An introduction to Freddie K