Baird Fixed Income Insights: Convexity Pulse

Baird Fixed Income Insights: Convexity Pulse

menu close
Baird's Fixed Income Portfolio Strategy & Analytics Manager, Kirill A Krylov, PhD, CFA, offers our institutional investors a weekly discussion on the most recent Agency MBS market developments. From regulatory updates and changes in government mortgage programs to convexity-enhancing specified pool features, we highlight the most relevant news for MBS investor consideration.

Latest Episodes

Convexity Tapas & GSE Dramas

Kirill discusses recent mortgage market dynamics, including MBS outperformance amid declining volatility, ETF inflows and the Bank of England’s historic rate cut last ...

/ 12:12/E16

CMO Issuance Bounces Back and The Four Key Forces Driving Housing Affordability

This week, Kirill welcomes Steven Scheerer back to the show and they discuss July’s MBS Index performance and relative value opportunities across sectors. They also hi...

/ 18:07/E15

Rewiring in MBS Demand and Rewriting Loss Mitigation at the VA

This week, Kirill Krylov covers the emergence of digital behavior in MBS demand and the early signs of a foreign buyer rebound in U.S. housing. He also discussing the ...

/ 11:04/E14

Micro & Macro Stress Building Simultaneously

This week, Kirill welcomes back Baird MBS strategist, Steven Scheerer. After highlighting a few of last week’s mortgage performance surprises, they discuss some of the...

/ 11:45/E13

Schrodinger's Housing Market & GSEs Potential Return to MBS Buying

This week, in addition to a brief MBS Market update, Kirill discusses how the housing market seems to simultaneously be in two conflicting states. From the MBS perspec...

/ 09:09/E12
More Episodes »

Robert W. Baird & Co. Incorporated is providing this information to you for discussion purposes. The materials do not contemplate or relate to a future issuance of municipal securities. Baird is not recommending that you take any action, and this information is not intended to be regarded as “advice” within the meaning of Section 15B of the Securities Exchange Act of 1934 or the rules thereunder. This broadcast contains the current opinions of the hosts and are subject to change. The broadcast is provided for informational purposes only, is not a complete analysis of every material fact regarding any company, industry or security and should not be considered investment advice or recommendations. Investors should obtain professional advice before making investment decisions. The information has been obtained from sources considered reliable but its accuracy is not guaranteed. Past performance is not indicative of future results and diversification does not ensure a profit or protect against loss. All investments carry some level of risk, including loss of principal. Baird is not a legal or tax services provider and you are strongly encouraged to seek the advice of the appropriate professional advisors before taking any action. This broadcast may not be reproduced without expressed permission of Robert W. Baird & Co. Incorporated. Member SIPC.

2025 Baird
Broadcast by