Presented by
Katie Prideaux, Sustainable Investment Analytics | Marina Manoim, Quantitative MBS Data Modeling | Irene Shi, Data Analyst
ESG’s impact on MBS performance
About this talk
Appetite for ESG metrics in the mortgage-backed securities sector is gaining momentum, but finding relevant and quantitative approaches to this complex sector remains a challenge, as does identifying the resultant impact of this integration to financial risk and return of portfolios.
Yield Book’s latest research shows that our proprietary metrics identifying Responsible Lending and Responsible Servicing behaviors can provide significant value and deeper insights when integrated into MBS workflows.
Join us to discuss our ESG framework for securitized assets and our research on May 23rd at 10:00 ET / 15:00 BST for a live webinar presentation and Q&A. The session will cover the following:
• Recap of Yield Book’s ESG framework and principles of our approach;
• Evidence for the linkage between ESG metrics on US Agency RMBS and prepayment speeds;
• Discussion of dispersion among ESG-aligned cohorts of total returns, WALA ramps and S-curves.
Presented by:
- Katie Prideaux, Sustainable Investment Analytics Lead
- Marina Manoim, Quantitative MBS Data Modeling Lead
- Irene Shi, Data Analyst Manager
More from this channel
Upcoming talks (42)
On-demand talks (390)
Subscribers (45801)
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.