Vol, Performance, MBS Demand and A Look at the CCM / Two Harbors Merger
Failed to add items
Sorry, we are unable to add the item because your shopping cart is already at capacity.
Add to basket failed.
Please try again later
Add to wishlist failed.
Please try again later
Remove from wishlist failed.
Please try again later
Adding to library failed
Please try again
Follow podcast failed
Unfollow podcast failed
Vol, Performance, MBS Demand and A Look at the CCM / Two Harbors Merger
-
Narrated by:
-
By:
In this week’s Convexity Pulse, Kirill Krylov discusses how improving technicals, declining volatility, and strong performance in production coupons are shifting the return profile in MBS from spread compression toward carry. He highlights the evolving demand landscape, with banks moderating as valuations tighten while asset managers and foreign investors begin to re-engage. The episode also explores duration extension dynamics across the index and why securitized sectors are driving changes beneath the surface. Finally, Kirill examines recent servicing developments and explains why large portfolio transfers may have a more gradual and nuanced impact on prepayment behavior than headline risk might suggest.
adbl_web_anon_alc_button_suppression_c
No reviews yet