Agency CMBS: Yield Book’s models & tools for analyzing Ginnie Mae Project Loans

Presented by

David Craft, Tadvana Narayanan, Luke Lu, and Loy Weng from Yield Book, LSEG

About this talk

Please join us for this live webinar with Q&A on Agency CMBS. Ginnie Mae Project Loans (GNPL), one of the core Agency CMBS product types, saw record issuance in 2020. To help customers quantify risk and return, Yield Book has developed behavioral models and tools to analyze this growing segment. The webinar will cover: ˗ Yield Book’s GNPL prepayment model ˗ Price/yield analysis for GNPL including loan-level prepay/loss overrides ˗ Rate shocks, prepayment dials, and macroeconomic overlays ˗ Creating new-issue GNPL deals using the Yield Book Structuring Tool Presented by: David Craft, Senior Vice President, Analytics Sales; Tadvana Narayanan, CMBS & ABS Senior Product Manager; Luke Lu, Director, CMBS and CLO Research and Modelling; and Loy Weng, Senior Manager, CMBS Model Quantitative Developer, Research
Related topics:

More from this channel

Upcoming talks (22)
On-demand talks (410)
Subscribers (47006)
FTSE Russell is a leading global provider of index and benchmark solutions, spanning diverse asset classes and investment objectives. As a trusted investment partner we help investors make better-informed investment decisions, manage risk, and seize opportunities. Market participants look to us for our expertise in developing and managing global index solutions across asset classes. Asset owners, asset managers, ETF providers and investment banks choose FTSE Russell solutions to benchmark their investment performance and create investment funds, ETFs, structured products, and index-based derivatives. Our clients use our solutions for asset allocation, investment strategy analysis and risk management, and value us for our robust governance process and operational integrity. For over 35 years we have been at the forefront of driving change for the investor, always innovating to shape the next generation of benchmarks and investment solutions that open up new opportunities for the global investment community.