线上研讨会 | Yield Book 洞见：RMBS市场、模型与分析

Core Viewpoint - The article discusses the evolving dynamics of the Mortgage-Backed Securities (MBS) market since 2025, influenced by factors such as the Federal Reserve's monetary policy, high interest rates, and the performance of residential RMBS [1]. Group 1: Event Background - The MBS market has been experiencing continuous changes since 2025, driven by multiple factors including the Federal Reserve's monetary policy and the high interest rate environment [1]. - Understanding the dynamics of the Agency RMBS market is crucial for assessing the pressures and opportunities facing MBS demand and refinancing activities in a high-rate environment [1]. Group 2: Event Information - The event is scheduled for September 3, 2025, from 10:00 AM to 11:00 AM, and will be held online via Tencent [2]. - The agenda includes presentations on mortgage market dynamics, MBS trading practices, and an overview of the Yield Book's prepayment model [2]. Group 3: Speakers - Hui Ding, the Head of RMBS Research and Modeling at LSEG, has nearly 20 years of experience in the securitization product industry [6]. - Helen Zhang, the Head of Research Model Development at LSEG, has a background in technology and finance, particularly in securitized products [7]. - Irene Shi, a Senior RMBS Researcher at LSEG, focuses on market research and quantitative modeling related to agency RMBS [8]. Group 4: Yield Book Overview - Yield Book has been a reliable source for fixed income analysis for 35 years, offering extensive features for in-depth security and portfolio analysis [11]. - The platform provides market-leading models and derivative analysis solutions, enabling clients to maintain a competitive edge [16]. Group 5: Applications of Yield Book - Yield Book's data and models assist in identifying interest rate and credit risks, crucial for achieving robust financial performance [18]. - The platform offers deep insights into investment strategies, helping clients efficiently allocate their portfolios [19]. - Yield Book serves as a comprehensive solution for pre-trade and post-trade analysis, ensuring accurate assessments of cash flow engines and prepayment/default models [20].