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The Future of Fixed Income is Adaptive

In our previous Insight covering the key themes at the 2019 Fixed Income Leaders Summit (FILS), we highlighted how electronic trading has grown in sophistication, and how trade automation is now a requirement for asset managers needing to construct, de-risk or...

Two Approaches to Buy-Side Scenario Analysis

Buy-side firms increasingly offer a diverse set of funds and products to meet the risk appetites and investment objectives of their institutional clients. Multi-asset, long-only, and leveraged portfolios all have very different characteristics that require front and...

Understanding Mortgage Prepayment Models

U.S. agency residential mortgage-backed securities (RMBS) are the largest and most liquid securitized asset class in the world. Pooling thousands of individual mortgages into a standardized security lets investors easily gain exposure to this important asset class....