Pathways Issue No. 46

The July 2023 issue of Pathways is now available! In this month’s issue, Andy Lui provides an in-depth look at a new asset class added in PolyPaths version 7.13: TBA Futures. These futures provide a potential way to hedge mortgage exposure, and the case study reviews the market data, underlying indicatives, and pricing and risk features associated with them. To access the newsletter please click here.

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