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

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
Recorded Jun 15 2021 37 mins
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Presented by
David Craft, Tadvana Narayanan, Luke Lu, and Loy Weng from Yield Book, LSEG
Presentation preview: Agency CMBS: Yield Book’s models & tools for analyzing Ginnie Mae Project Loans
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  • Achieving scale in active ownership and engagement through index investing Jul 8 2021 1:30 pm UTC 45 mins
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    AGENDA

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    足元のグローバル株式相場における注目点は、引き続き「インフレリスク」だと考えられます。このインフレリスクをどう考えるべきか論点を整理し、想定環境で注目すべき資産クラスであるマルチアセットインフラ指数についてもご紹介いたします。
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  • Agency CMBS: Yield Book’s models & tools for analyzing Ginnie Mae Project Loans Recorded: Jun 15 2021 37 mins
    David Craft, Tadvana Narayanan, Luke Lu, and Loy Weng from Yield Book, LSEG
    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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    AGENDA

    Opening remarks from the moderator
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    Opening remarks from our hosts at the LSEG
    Arne Staal, Incoming CEO of FTSE Russell, Group Head, Indexes and Benchmarks, LSEG

    Opening Remarks
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    Robin Marshall, director of fixed income research, will draw upon key findings from our "Market Maps" Canada Fixed Income Insight report—which he authors—that will be published shortly before the webinar. This report is created to offer timely capital-market analysis and insights for better investment decision-making.

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    A webinar with SGX and Jupiter Asset Management

    Fiscal policy support, loose financial conditions and continued monetary accommodation have been broadly positive for risk assets.

    The post-crisis global recovery is progressing at different speeds, governed largely by vaccination progress and the scale
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  • Title: Agency CMBS: Yield Book’s models & tools for analyzing Ginnie Mae Project Loans
  • Live at: Jun 15 2021 2:00 pm
  • Presented by: David Craft, Tadvana Narayanan, Luke Lu, and Loy Weng from Yield Book, LSEG
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