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Zhi-Guo Huang
Executive Director, MSCI Research
Zhi-Guo Huang focuses on research related to securitized-product modeling and strategies. He previously served as the head of agency-mortgage modeling at Morgan Stanley, developing models and researching trading strategies. Zhi-Guo holds Master of Science degrees in physics and computer science from Indiana University.
Research and Insights
Articles by Zhi-Guo Huang
MBS Valuation and Risk Management Under SOFR
7 mins read Blog | Mar 13, 2023 | Yihai Yu, Zhi-Guo HuangWith LIBOR’s imminent cessation, the transition from LIBOR to new benchmark the secured overnight financing rate (SOFR) is entering a new stage. We analyze the potential impact on valuation frameworks and hedging practices for mortgage-backed securities.