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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:

  1. How record-high rates and sharp inflation have set the stage for MBS disruptions
  2. How risk managers have adjusted their practices to meet current mortgage market nuances
  3. Why volatility continues to be a persistent problem impacting curves and liquidity and how to cope
  4. Why the shift away from Libor and towards SOFR adds another layer of complexity
  5. 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.

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