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

Winding down the Fed’s MBS Agency portfolio – What will it look like?