Podcast thumbnail for Baird Fixed Income Insights: Convexity Pulse

Baird Fixed Income Insights: Convexity Pulse

Claim This Podcast

by Kirill Krylov

5.0(7 reviews)
47 episodes
Updated Daily
Accepts GuestsHas SponsorsLocation 🇺🇸
44

Podcast Authority

Beta
FairBased on show quality, social media presence, reviews, charts, and more
Pod Engine
Quality75
Social0
YouTube0
Engagement32

Podcast Overview

Baird's Fixed Income Portfolio Strategy & Analytics Manager, Kirill A Krylov, PhD, CFA, offers our institutional investors a weekly discussion on the most recent Agency MBS market developments. From regulatory updates and changes in government mortgage programs to convexity-enhancing specified pool features, we highlight the most relevant news for MBS investor consideration. Robert W. Baird & Co. Incorporated is providing this information to you for discussion purposes.  The materials do not contemplate or relate to a future issuance of municipal securities.  Baird is not recommending that you take any action, and this information is not intended to be regarded as “advice” within the meaning of Section 15B of the Securities Exchange Act of 1934 or the rules thereunder. This broadcast contains the current opinions of the hosts and are subject to change. The broadcast is provided for informational purposes only, is not a complete analysis of every material fact regarding any company, industry or security and should not be considered investment advice or recommendations. Investors should obtain professional advice before making investment decisions. The information has been obtained from sources considered reliable but its accuracy is not guaranteed. Past performance is not indicative of future results and diversification does not ensure a profit or protect against loss. All investments carry some level of risk, including loss of principal. Baird is not a legal or tax services provider and you are strongly encouraged to seek the advice of the appropriate professional advisors before taking any action. This broadcast may not be reproduced without expressed permission of Robert W. Baird & Co. Incorporated. Member SIPC.

Language

🇺🇲

Publishing Since

6/25/2025

Unlock The Full Podcast Authority Score Report

See how your podcast performs across key metrics

44

Podcast Authority

Beta
FairBased on show quality, social media presence, reviews, charts, and more
Pod Engine
Quality75
Social0
YouTube0
Engagement32
8
Excellent Areas
1
Good Performance
10
Growth Opportunities
excellent
Publishing Consistency
Every 6 days
Performing excellently!
good
Show Notes Quality
3.0/5

Recommendations available

Unlock the full report to see detailed tips

poor
Episode Thumbnails

Recommendations available

Unlock the full report to see detailed tips

+16 More Metrics

Unlock comprehensive insights including:

  • • YouTube presence analysis
  • • Social media reach metrics
  • • RSS compliance scoring
  • • Podcast 2.0 features
  • • Technical standards
What's Included in Your Full Report

Detailed Analytics

  • Complete breakdown of all 19 authority metrics
  • Personalized recommendations for each metric
  • Industry benchmarks and comparisons
  • Technical RSS feed analysis and compliance scoring

Growth Strategies

  • Step-by-step action plans for improvement
  • Quick wins to boost your score immediately
  • Pro tips from successful podcasters
Get your free podcast insights report

See how your show performs across every key metric

Instant delivery
No spam
Attract Better Guests

High authority scores make your podcast more attractive to industry leaders and influencers who want to appear on credible shows.

Secure Sponsorships

Sponsors look for podcasts with proven authority and engagement. Your score demonstrates your podcast's value to potential partners.

Grow Your Audience

Understanding your strengths and weaknesses helps you make data-driven decisions to expand your listener base effectively.

1 verified contact email on file for Baird Fixed Income Insights: Convexity Pulse

Pitch yourself as a guest, propose sponsorships, or reach out directly to the host.

Recent Episodes

Episode thumbnail for Refinance Friction Zone of High DTI & Return of Convexity Hedging Monster

June 15, 2026

Refinance Friction Zone of High DTI & Return of Convexity Hedging Monster

<p>Every generation believes it is navigating unprecedented uncertainty. This week, Kirill Krylov and Steven Scheerer explore what that uncertainty means for mortgage investors today. The discussion covers a surge in bond fund inflows, renewed strength in agency MBS performance, and the increasingly constructive technical backdrop created by limited supply and delayed refinancing activity. The hosts then examine whether the "convexity beast" is beginning to wake up as higher-coupon collateral and shifting ownership dynamics bring mortgage hedging flows back into focus. The episode concludes with a look at rising borrower debt-to-income ratios and a new perspective on refinance risk. Rather than focusing solely on underwriting denial thresholds, Kirill and Steven argue that refinance flexibility may gradually erode long before borrowers encounter a hard underwriting wall.</p>

Episode thumbnail for Diminishing Returns of GSE Buying and an Extra Scoop of Amerihome Gelato

June 8, 2026

Diminishing Returns of GSE Buying and an Extra Scoop of Amerihome Gelato

<p>In this week’s Convexity Pulse, Kirill Krylov and Steven Scheerer discuss why volatility, rather than the outright direction of rates, may remain the most important variable for agency MBS investors as markets navigate a resilient labor market, geopolitical uncertainty, and an important upcoming inflation report. They examine whether the market is placing too much emphasis on GSE portfolio growth and not enough on the diminishing marginal impact of additional agency purchases, funding constraints, and the increasingly important role of private capital. The episode also explores a surprising specified-pool opportunity within AmeriHome collateral, where slower refinance responsiveness and correspondent-lending dynamics have created compelling relative-value opportunities across First-Time Buyer and low-loan-balance stories.</p>

Episode thumbnail for Future of OTM Speeds & The New Low Loan Balance Playbook

June 1, 2026

Future of OTM Speeds & The New Low Loan Balance Playbook

<p>In this week’s Convexity Pulse, Kirill Krylov and Steven Scheerer discuss why agency MBS fundamentals remain more constructive than recent volatility would suggest, despite geopolitical uncertainty and seasonal supply pressures. They examine the growing role of non-rate-driven borrower behavior, including how retirement funding needs, rising housing costs, and increasing homeowner liquidity demands could reshape prepayment patterns in seasoned discount collateral and certain segments of Ginnie Mae MBS. The episode also explores Freddie Mac’s overhaul of low-loan-balance pooling practices and what the changes reveal about the evolution of specified-pool investing, prepayment modeling, and collateral differentiation in today’s mortgage market.</p>

47 total episodes available

Recent guests on Baird Fixed Income Insights: Convexity Pulse

Guests from recent episodes — sign up to see every guest that has ever appeared on this show.

Steven Scheerer

Guest

Kirill Krylov

Guest

Deep-dive analytics for Baird Fixed Income Insights: Convexity Pulse

Frequently asked questions

Have a different question and can't find the answer you're looking for? Reach out to our support team by sending us an email and we'll get back to you as soon as we can.

What is Baird Fixed Income Insights: Convexity Pulse?

Baird's Fixed Income Portfolio Strategy & Analytics Manager, Kirill A Krylov, PhD, CFA, offers our institutional investors a weekly discussion on the most recent Agency MBS market developments. From regulatory updates and changes in government mortgage programs to convexity-enhancing specified pool features, we highlight the most relevant news for MBS investor consideration.

Robert W. Baird & Co. Incorporated is providing this information to you for discussion purposes.  The materials do not contemplate or relate to a future issuance of municipal securities.  Baird is not recommending that you take any action, and this information is not intended to be regarded as “advice” within the meaning of Section 15B of the Securities Exchange Act of 1934 or the rules thereunder.

This broadcast contains the current opinions of the hosts and are subject to change. The broadcast is provided for informational purposes only, is not a complete analysis of every material fact regarding any company, industry or security and should not be considered investment advice or recommendations. Investors should obtain professional advice before making investment decisions. The information has been obtained from sources considered reliable but its accuracy is not guaranteed. Past performance is not indicative of future results and diversification does not ensure a profit or protect against loss. All investments carry some level of risk, including loss of principal. Baird is not a legal or tax services provider and you are strongly encouraged to seek the advice of the appropriate professional advisors before taking any action. This broadcast may not be reproduced without expressed permission of Robert W. Baird & Co. Incorporated. Member SIPC.

How often does this podcast release new episodes?

This podcast updates daily.

Where can I listen to this podcast?

This podcast is available on 4 platforms including Apple Podcasts, Spotify, and more. You can also use the RSS feed directly.

Does this podcast accept guests?

Yes, this podcast regularly features guests.

Legal Disclaimer

Pod Engine is not affiliated with, endorsed by, or officially connected with any of the podcasts displayed on this platform. We operate independently as a podcast discovery and analytics service.

All podcast artwork, thumbnails, and content displayed on this page are the property of their respective owners and are protected by applicable copyright laws. This includes, but is not limited to, podcast cover art, episode artwork, show descriptions, episode titles, transcripts, audio snippets, and any other content originating from the podcast creators or their licensors.

We display this content under fair use principles and/or implied license for the purpose of podcast discovery, information, and commentary. We make no claim of ownership over any podcast content, artwork, or related materials shown on this platform. All trademarks, service marks, and trade names are the property of their respective owners.

While we strive to ensure all content usage is properly authorized, if you are a rights holder and believe your content is being used inappropriately or without proper authorization, please contact us immediately at hey@podengine.ai for prompt review and appropriate action, which may include content removal or proper attribution.

By accessing and using this platform, you acknowledge and agree to respect all applicable copyright laws and intellectual property rights of content owners. Any unauthorized reproduction, distribution, or commercial use of the content displayed on this platform is strictly prohibited.