The RBI has delivered a liquidity bazooka, but the real gains ahead depend on how fast the credit flywheel turns. Debt ...

Highlights,Describes an asymmetrical bond price response to interest rate changes.,Price falls more sharply with rate ...

TACO” trade (Trump Always Chickens Out; buy the dip) in the news and the US Court of International Trade nullified the ...

According to a source familiar with the deal, the decision to borrow a structure commonplace in non-QM came down to investor concerns around convexity risk. Buyers are concerned about RMBS bonds ...

These prepayments shorten the average life of the mortgage bond, reducing its yield, with the price increasing less than expected when rates fall. This is called "negative convexity" and leaves ...

These prepayments shorten the average life of the mortgage bond, reducing its yield, with the price increasing less than expected when rates fall. This is called "negative convexity" and leaves ...