Blog

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U.S. Housing: Headlines Suggest Trouble

But what do Mortgage Credit Fundamentals Say?

Wave

The Growing Glut of BBB Debt: Risk Now or Later?

Issuance of BBB-rated corporate debt has soared. How should investors be thinking about risk in this environment?

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When Markets and Macros Align, Certain Risk-Rewards Can Make Sense

The curious case of triple-C’s and short IG corporates.

How Protected are RMBS Investments from Natural Disasters?

October 4, 2017

Risks posed by recent storms are accounted for within RMBS structures and evaluated by investors. However, given the magnitude of the potential devastation associated with these recent storms in such a short time period, it is prudent to reassess this risk.

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Assessing the Likely Impact of Recent Storms

September 14, 2017

As we were recently reminded, hurricanes, like other natural disasters, have the potential to be devastating and disrupting events. As Florida and Texas begin the recovery and rebuilding process, historical context provides perspective about the likely impact these storms will have.

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VIX: How low can it go (and why should investors care)?

August 17, 2017

Eight years into the slow and steady recovery of the economy and markets, complacency has hit record highs. As the era of complacency continues, we take a closer look at how investors are positioned and why it makes sense to add a little protection to your portfolio before volatility returns.

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LIBOR in Limbo?

August 10, 2017

Recent announcements from the U.K.’s Financial Conduct Authority (FCA) have quickly turned into reports declaring the death of LIBOR. As speculation continues to mount, our latest analysis provides investors with a framework to help understand the implications for senior loan and CLO markets.

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