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

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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
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