Quantcast

MBS convexity hedging needs drop, analysts said

As rates increase, MBS analysts expect the market's convexity hedging needs to gradually diminish. Servicers are the only group of convexity hedgers that should remain active, MBS analysts report, although this group's convexity needs have always been less compared to originators and investors. Consequently, MBS hedging activity is expected...

To continue reading, log in, register or subscribe below.Calendars are available to registered users of The Bond Buyer web site.
Please log in below with the credentials you established at the time of your subscription or when you set up a free trial. If you have never set up an account with The Bond Buyer, please click the "Free trial" link below to set up your account.

Already a subscriber? Log in here.

Please note you must now log in with your email address and password.

 

Upcoming Events

Already a subscriber? Log in here
Please note you must now log in with your email address and password.