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