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Yield Book Publications

2023

  • Apr
    04
    The impact of ESG on MBS performance and prepayment
    12.5MB • PDF
  • Mar
    02
    Credit missed with Credit Suisse?
    286.4KB • PDF
  • Mar
    08
    Bank woes and RMBS: a storm in a regional teacup?
    282.2KB • PDF
  • Mar
    09
    What does SVB failure mean for CMBS?
    153.3KB • PDF

2022

  • Dec
    10
    Yield Book Agency MBS: How valid is the current CMM102 calculation?
    413.8KB • PDF
  • Feb
    27
    Winding down the Fed’s MBS Agency portfolio
    753.4KB • PDF
  • Jan
    30
    An introduction to Freddie K
    990.7KB • PDF
  • Feb
    01
    Through the Box (TTB) Report with the Fed
    505.9KB • PDF
  • Jan
    01
    Responsible Lending behaviour metrics and scores - Early Pay Default Risk
    327.5KB • PDF

2021

  • Oct
    30
    Covenant insights – Considering quantitative approaches to bond covenant scoring
    1.5MB • PDF
  • Sep
    29
    Responsible lending behaviour metrics and scores - Outsized Rates
    358.0KB • PDF
  • Oct
    05
    Responsible Servicing behaviour metrics and scores - Loan churn
    128.8KB • PDF
  • Jun
    29
    Has the US housing crisis that never was become the housing boom no one expected?
    900.5KB • PDF
  • Jun
    06
    An introduction to CLOs
    607.7KB • PDF
  • Jan
    30
    An introduction to Ginnie Mae project loans
    516.3KB • PDF
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