Infima delivers superior prepayment predictions for Agency MBS - Aug 2022 Update

Accurate predictions of prepayment speeds are critical for security selection, portfolio construction and risk management in Agency MBS markets. Infima’s transformative deep learning technologies set new prediction standards, delivering performance boosting edges to MBS market participants including investors and dealers.

A companion paper outlines these technologies and distinguishes them from conventional approaches. This paper is an update of an earlier one documenting the superior prediction performance that Infima’s deep learning technologies achieve.