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Webcast: Q1 MBS Model Update and Market Review

Fixed Income

By Priya Joshi  |  May 16, 2017

In this 30-minute presentation, Priya Joshi, Product Manager, Fixed Income Research at FacSet, provides an MBS market update for the first quarter of 2017. Topics discussed include:

  • Recent prepayment trends
  • Model fits – actual versus projected S curves and turnover seasoning ramps
  • Model valuations and high-level comparison to the street
  • Model development priorities

If you missed the live event, you can watch the full webcast by clicking below. 

Watch the Q1 MBS Model Update and Market Review Webcast

Priya Joshi

Senior Quantitative Researcher, Fixed Income Research

Priya Joshi joined FactSet in 2014 and primarily focuses on enhancing the firm’s MBS prepayment model and associated analytics. Prior to joining FactSet, she worked as a strategist in Citigroup’s Institutional Clients Group where she was a regular contributor the firm’s weekly flagship publication, Bond Market Roundup. Priya earned a Ph.D. in Electrical Engineering (Signal Processing) from the University of Michigan at Ann Arbor.

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