LSEG DATA & ANALYTICS

The impact of ESG on MBS performance and prepayment

Sustainable Investment Analytics research & insights

Yield Book, An LSEG Business has published a study on the impact of ESG on MBS performance and prepayment, demonstrating how implementing our proprietary responsible lending and responsible servicing metrics can provide significant value and deeper insights when integrated into MBS workflows.

The incorporation of sustainability and social responsibility measures into investment practices has often been handled separately from traditional financial assessment; however, in our latest publication we demonstrate that cohorts aligned to ESG metrics display significant dispersion in prepayment behaviors and return performance which cannot be attributed to other collateral characteristics, leading to valuation differences.

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Click here to find out more about our objective, asset-focussed approach to Sustainable Investment Analytics.

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