Non-Agency RMBS – Advanced Analytics Using CMP and the BTM Model
Bloomberg’s Core Mortgage Premium (CMP) offers mortgage market participants powerful analytics thru a flexible API. This easy to use tool supports single and multiple security analysis, scenario simulations, total return calculations, model performance analysis and model overrides of the Bloomberg Transition Model (BTM).
Join us to learn more about the Core Mortgage Premium (CMP) functionality.
Speakers
Robert Sainato
Structured Products Predictive Model & Risk Business Manager
Bloomberg
Bob is the Structured Products Predictive Model & Risk Business Manager and responsible for Bloomberg’s Structured Products Predictive Model Suite & Advanced Analytics. Prior to joining Bloomberg, Bob spent over 23 years on both the buy-side, as a portfolio manager, and on the sell-side as a trader for CLO’s, CDO’s, CMBS and Non Agency RMBS. Bob is a Phi Beta Kappa graduate of Hofstra University and holds both a B.A in Economics and B.B.A. in Finance. Bob received his M.B.A. from University of Rochester, Simon Business School. In addition, Bob is a frequent speaker at industry conferences throughout U.S and Europe. Bob is an active charter member of the CFA & CAIA designation and an inactive charter member of the CFP & CIC designation. Bob is also a member the Boston Securities Analysts Society.
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.