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FactSet Insight

Join your peers in reading the latest perspectives and insights from FactSet experts across topics that matter to you.

COVID-19 and the Mortgage Market

May 13, 2020
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Here we outline policy changes related to the U.S. mortgage market and changes to our mortgage prepayment model to address the...

By Debra Chen, CFA  |  Coronavirus  |  Fixed Income

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Blog Posts

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May 13, 2020

COVID-19 and the Mortgage Market

Here we outline policy changes related to the U.S. mortgage market and changes to our mortgage prepayment model to address the...

By Debra Chen, CFA  |  Coronavirus  |  Fixed Income

Read more

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December 16, 2019

Convertible Bonds and the Term Structure of Volatility

The aim of any convertible bond (CB) model should be to capture the hybrid nature of the risk. Pricing models generally split the...

By Peter Zeitsch  |  Fixed Income

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October 31, 2019

Beware the Ides of September: Update on the SOFR Transition

Update on the Secured Overnight Financing Rate (SOFR) transition, replacing USD LIBOR.

By Tom P. Davis, PhD, CFA  |  Fixed Income

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Market Synopsis

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The information contained in this article is not investment advice. FactSet does not endorse or recommend any investments and assumes no liability for any consequence relating directly or indirectly to any action or inaction taken based on the information contained in this article.