The July 2020 issue of Pathways is now available! In this month’s case study, Hung Lin evaluates the impact of portfolio rebalancing when hedging a book of mortgage whole loans through time, from today to 1 year forward. He utilizes PolyPaths’ income simulation tool to assign transaction costs, report the tradeoffs between risk and income, and ultimately provide a portfolio manager with the data to make an informed decision. To access the newsletter please click here.
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