Coalition Greenwich Report
This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates.
This isn’t your mother’s mortgage market! In this Coalition Greenwich Report, discover how today’s fixed income investors are navigating mortgage-backed securities (MBS) amidst a volatile marketplace and record-high rates.
Today's mortgage market is undergoing unprecedented change, reminiscent of the high-interest-rate era of the early 1980s, but with distinct differences. A post-COVID jump of nearly 400 basis points in the average 30-year mortgage rate within just 10 months caused significant disruptions for the buy side, which are still playing out.
How are fixed-income investors coping? To find out, Coalition Greenwich undertook a study of global fixed income professionals on the buy-side to understand how they are navigating MBS complexity.
Download this Coalition Greenwich report to learn:
- How record-high rates and sharp inflation have set the stage for MBS disruptions
- How risk managers have adjusted their practices to meet current mortgage market nuances
- Why volatility continues to be a persistent problem impacting curves and liquidity and how to cope
- Why the shift away from Libor and towards SOFR adds another layer of complexity
- The critical role of robust trading and risk tools and advanced analytics in managing MBS
About Coalition Greenwich
Coalition Greenwich, a division of CRISIL, an S&P Global Company, is a leading global provider of strategic benchmarking, analytics and insights to the financial services industry. The firm specializes in providing unique, high-value and actionable information to help its clients improve their business performance.
