Structured Finance (ABS, MBS, Clos) & Risk Management
The structured finance market presents different degrees of complexity, in particular in terms of securities valuation, data administration and management of market and pre-payment risks.
For each of the players, it is essential to be able to combine their own assessment of loan portfolios and their classification of managers in a tool that offers complete flexibility of views as well as global access to market data.
While CLO trading volumes have seen an unprecedented increase in recent years, Bloomberg's CMP solution gives participants access to the best securities and CLO management tool. Blomberg makes it possible to perform pre-payment simulations, structure valuation models in Microsoft Excel and integrate these positions into our risk solution (MARS) for advanced market risk management.
Join us at this seminar to learn more about our solution: Bloomberg Core Mortgage Premium (CMP).
Discussion Topics
For each of the players, it is essential to be able to combine their own assessment of loan portfolios and their classification of managers in a tool that offers complete flexibility of views as well as global access to market data.
While CLO trading volumes have seen an unprecedented increase in recent years, Bloomberg's CMP solution gives participants access to the best securities and CLO management tool. Blomberg makes it possible to perform pre-payment simulations, structure valuation models in Microsoft Excel and integrate these positions into our risk solution (MARS) for advanced market risk management.
Join us at this seminar to learn more about our solution: Bloomberg Core Mortgage Premium (CMP).
Discussion Topics
- Structured Finance: an introduction
- Bloomberg Solutions
- Case Studies
- Conclusions
Speakers
Pablo Castro
Product Manager, Structured Finance
Bloomberg L.P.
Andrea Brenari
Market Specialist for Structured Finance and Private Debt
Bloomberg
Andrea Brenari has been at Bloomberg 15 years and he is a Structured Finance and Private Debt Market Specialist. In the last decade, Andrea has been focusing on cash securitized products, including ABS/RMBS, CLOs, and syndicated loans working closely with both Sell-side and Buy-side clients across Europe. Andrea holds a BA degree in Political Sciences from the University of Rome (La Sapienza) and a Master in Finance at Queen Mary University of London.