Power Your Position Risk Analysis with Bloomberg Agency Model Analytics
Join this webinar to learn about our latest enhancements including real-time curves, dynamic cash flows, and single point OAS analytics for each line item of your mortgage position.
Learn how to use our MARS Front Office product as a complement to TOMS to analyze single securities as well as multi-securities in a BWIC context with access to the latest BAM beta model versions, BAM scalers, and custom dials and knobs. Monitor your advanced bucketed key rate risk for all of your mortgage line items in this premium service.
Discussion topics
· 34 New BAM OAS analytical fields in TW workspace
· Using aggregated tiles for quick filtering
· Real-time curves, Dynamic cash flows for risk analytics
· Access to BAM dials/scalers/beta model versions in TW
· Bucketed Key Rate Risk solutions
· Applying Core Mortgage Premium (CMP) for a traders work flow
· Integration with International ABS & RMBS
Speakers
gary effman
Securitized Products Market Specialist
Bloomberg
Gary Effman is a Structured Products and Credit Market Specialist at Bloomberg. Prior to joining Bloomberg, Gary spent 10 years at Bank One in Chicago managing a $1 billion ABS portfolio along with various other proprietary investment portfolios focused on CLOs, ABS and non-agency MBS. He also worked in the credit risk management group hedging the Bank’s financial services portfolio. He subsequently worked at two mortgage/structured products hedge funds in CT. Gary received his undergraduate degree from Brown University and earned an MBA from the University of Chicago. He also holds the CFA designation.
JEFFREY M. HINGST
Mortgage Market Specialist - TOMS
BLOOMBERG/ 731 LEX
Jeff is the Global Mortgage Product Manager for TOMS at Bloomberg LP and has 30 years of direct experience in all aspects of the mortgage market including trading, analytics, and sales. Prior to joining Bloomberg in 2017 Jeff spent the last 20 years of his career in sales, including 15 years at Bear Stearns, as a Mortgage Specialist transacting in all types of Mortgage and Structured Product securities and loans. Jeff started his career on the buy side in 1991 at American Life & Casualty Insurance Co. on the mortgage trading desk. Jeff received a BA in Finance from Drake University.