Baird Fixed Income Insights: Convexity Pulse

Baird Fixed Income Insights: Convexity Pulse

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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

The Officially Unofficial 50th Show and The State of Convexity in the State of FL

In this week’s Convexity Pulse, Kirill Krylov and Steven Scheerer finally reunite for the podcast’s long-delayed “50th” episode and discuss a mortgage market caught be...

/ 24:53/E52

Everything’s Bigger in Texas… Including OTM Prepays

In this week’s Convexity Pulse, Kirill Krylov discusses how the mortgage market is transitioning from a volatility-driven environment toward one increasingly supported...

/ 18:59/E51

Tactical GSEs, Banks Eye Seasoned 30s, and the Prepayment Friction from Closing Costs

Kirill Krylov discusses how a more stable but directionless rate environment is shifting MBS returns away from volatility-driven spread tightening and toward carry and...

/ 17:43/E50

Credit Matrix Reloaded: FICO, Vantage, and the Prepayment Impact

Kirill Krylov and Steven Scheerer discuss a more cautious near-term outlook for MBS as valuations remain tight and supply is set to increase against a backdrop of unev...

/ 24:53/E49

Vol, Performance, MBS Demand and A Look at the CCM / Two Harbors Merger

In this week’s Convexity Pulse, Kirill Krylov discusses how improving technicals, declining volatility, and strong performance in production coupons are shifting the r...

/ 18:48/E48
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