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Live Webcast:
Sifting Through the Everlasting Economic Impacts of the Pandemic on the U.S. Housing and Mortgage Market

Wednesday, March 29, 2023 | 11:00 a.m. - 11:45 a.m. EDT

Live Webcast

Wednesday, March 29, 2023 |11:00 a.m. - 11:45 a.m. EDT

The magnitude of the COVID-19 pandemic on the U.S. economy was so intense that we're still reeling from its effects more than three years later. With reshaped consumer behavior and drastic changes to federal government policy, the consequences of the Federal Reserve cutting the federal funds rate twice in one week continue to play out today.

Join the FactSet Fixed Income Research team as we dive deeper into these consequences, including the most recent Silicon Valley Bank failure. We'll also examine the outlook for the rest of 2023 from inflation, rising rates, and geopolitical-uncertainty lenses. Learn how you can leverage FactSet's multi-asset-class (MAC) and prepayment models to help you identify and monitor volatile scenarios for the housing and mortgage market and beyond.

Our 30-minute discussion will be followed by 15-minutes of Q&A. Our experts' interactive conversation will touch upon:

  • The impact on the U.S. mortgage market through the context of portfolio risk observed by the FactSet risk model
  • Why an intuitive and flexible risk model can help investors to better navigate through sudden changes in the financial market

Can't attend the live session? No problem! Register anyways to receive the recording.

Register for our Live Webcast

Speakers

Learn more about our expert panelists.

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Tom Davis

Vice President, Director, Research, Fixed Income & Derivatives

FactSet

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Debra Chen

Vice President, Associate Director, Research, Fixed Income & Derivatives

FactSet

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Joe Shankland

Vice President, Senior Multi-Asset Class Risk Specialist

FactSet

Tom Davis

Vice President, Director, Research, Fixed Income & Derivatives | FactSet

Dr. Tom Davis is Vice President, Director Research, Fixed Income &amp; Derivatives at FactSet. In this role, he is focused on ensuring FactSet is providing the highest quality derivative analytics and growing the coverage across all asset classes. His team also conducts cutting edge research in the models and methods of quantitative finance which will ultimately increase the speed and accuracy of FactSet analytics. Prior to FactSet, Mr. Davis spent four years at Numerix as Vice President of Product Management in charge of their flagship product and four years managing a team of quantitative analysts at FINCAD focused on arbitrage-free modeling of interest rates and foreign exchange rates to price exotic hybrid derivatives. Mr. Davis earned a Doctor of Philosophy in theoretical physics from the University of British Columbia in Vancouver, Canada.

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Joe Shankland

Vice President, Senior Multi-Asset Class Risk Specialist | FactSet

Mr. Joseph Shankland is a Senior Multi-Asset Class Risk Specialist at FactSet. In this role, he covers New York and the Southeast regions and specializes in FactSet's Portfolio Risk and Quantitative Analytics suite. Beginning as a Fixed Income Consultant in 2016, he worked with some of the largest buy-side clients within the United Kingdom. In 2018, he moved to an Analytics Specialist role, extending his knowledge into a multi-asset framework and relocated with FactSet from London to New York in 2019. Mr. Shankland earned a Master of Science in Physics from the University of Nottingham through his work on modeling quantum tunneling within graphene-based heterostructures.

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