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Listen and subscribe to Stocks In Translation on Apple Podcasts, Spotify, or wherever you find your favorite podcast. In this ...
The mortgage market may be on the brink of major transformation amid freshly implemented tariffs, proposed deregulation, and the potential privatization of Fannie Mae and Freddie Mac. In this episode ...
The pronounced negative convexity of MBS did not help either, in 2022-23, since duration of a bond with negative convexity [2] increases as rates rise. Thus, MBS duration increased as interest ...
However, the negative convexity of MBS passthroughs means the fund is vulnerable to duration changes from changes in prepayment speeds. When mortgage rates rose in 2022, for example, the portfolio ...
Implied volatilities surged across asset classes last week as fears of recession jumped on the back of Trump’s tariff ...
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