How do borrower defaults impact investors of agency Mortgage-Backed Securities (MBS)?
This...
Federal Reserve December Meeting
17 December 2021
Federal Reserve December Meeting
At yesterday’s Federal Reserve meeting, FOMC members...
The Hidden Interest Rate Risk in Your Balance Sheet
14 October 2021
The Hidden Interest Rate Risk in Your Balance Sheet
As members of the FOMC start to signal that...
Agency MBS and CMOs: What are they?
10 August 2021
Agency MBS and CMOs: What are they?
What are Mortgage-Backed Securities?
The US mortgage...
Modeling Betas and Expected Maturities in ALM Simulation
23 July 2021
Modeling Betas and Expected Maturities
ALM modeling seeks to project and measure the impact of...
Future of floating rates: Libor Endgame
25 June 2021
Future of floating rates: Libor Endgame
The U.K. Financial Conduct Authority has confirmed most...
NCUA Derivatives Ruling Is A Game-Changer For Many Credit Unions
9 June 2021
Recent NCUA Derivatives Ruling Is A Game-Changer For Many Credit Unions
The updated rule will...
CECL: It’s still coming… How to find your CECL solution
31 May 2021
CECL: It’s still coming… How to find your CECL solution
Despite COVID, the economic crisis and...
Understanding CECL: The basics
29 April 2021
Measuring Interest Rate Risk: NEV
1 February 2021