Mortgages for FRTB | Bloomberg Professional Services
Webinar

Mortgages for FRTB

To implement FRTB successfully, many banks will be required to calculate risk for Agency MBS and Non-Agency RMBS. Banks will need to run accurate models on the individual instrument level, and to be able to integrate them into a cross-asset class FRTB platform. Given the challenging market environment for prepayment & default risk, having consistent and robust predictive models is increasingly important. Join us for a review of Bloomberg FRTB platform and mortgage predictive models.

Speakers

Atish Kakodkar

Enterprise Risk Solutions Sales Specialist

Bloomberg

Atish Kakodkar has over 20 years of experience in global financial markets spanning leadership roles in research, risk management and sales. In his current role, Atish serves as a strategic partner and consultant to help financial institutions improve and manage their return on capital by providing tactical solutions across a broad spectrum of regulatory risk and trading requirements. Previously, as Head of Credit Market Specialists, he managed a team of experienced credit professionals that provided high-level analytical experience to clients. Prior to joining Bloomberg, Atish has held a variety of roles in New York, London, and Hong Kong including: Global Head of Market Risk for Traded Credit at Barclays; Head of Research at AnalytixInsight, a fintech start-up; Senior Strategist at CreditSights, the top-ranked independent credit research firm; and Head of Global Credit Derivatives Strategy at Merrill Lynch. Atish has a B.Tech. in Electronics & Communication Engineering from the Indian Institute of Technology (Madras), an M.S. in Electrical Engineering from North Carolina State University and an M.B.A. from the University of Texas at Austin.

MARC SILIE

Mortgage Market Specialist

BLOOMBERG/ 731 LEX

Marc Silie is a Mortgage Market Specialist focusing on ABS, CMBS, CRT and Agency & Non-Agency RMBS. Prior to joining Bloomberg, he spent 10 years on the buy-side managing a portfolio of legacy Non-Agency RMBS and on the sell-side with Deutsche Bank’s mortgage research team. Marc started his career as a Chemical Engineer working on multivariate statistical analysis and process optimization. Marc holds a M.S. in Operations Research from Columbia University and a M.S. in Chemical Engineering from CPE Lyon.

View the latest upcoming and on-demand Bloomberg webinars.
Learn more