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Yield Book – Webinar – Analytic tools and rates: Non-Agency tools and the post-IBOR world

7 October 2020 - 10:00 - 10:30

Navigating the New Reality of Fixed Income Analytics

Analytic tools and rates: Non-Agency tools and the post-IBOR world

The fixed income industry has had no shortage of obstacles to contend with over the last couple of years. The IBOR transition triggered significant changes to modeling, forecasting, and other industry standard operations and analysis procedures. ESG and sustainable investing present important opportunities but also identify possible data and governance issues. And of course, more recently, the impact of COVID-19 on the economy has been felt globally,
causing volatility and uncertainty for all market participants.

Yield Book invites you to join us October 6th, 7th, and 8th for a virtual webinar series providing thoughtful insights from a gallery of voices from Yield Book senior management, product managers and modelers in addition to experts across the industry.

October 7th – Analytic tools and rates: Non-Agency tools and the post-IBOR world

Presentation: Non-Agency models and tools

Enhanced data processing for CRT, Jumbo near Prime, and Non-QM & MSA Level HPA as a key economic driver

Presentation: Impact of IBOR migration

Overview of the impact of IBOR transition on the industry and Yield Book
Supporting the new risk-free rates: outlining recent developments
Commentary on future enhancements
Panel Discussion: Reflecting on a post-IBOR world

Organiser

Yield Book