MAC3 Securitized Products Models Webinars | Bloomberg Professional Services
bloomberg.com
MAC3 Securitized Products Models Webinars | Bloomberg Professional Services
In this seminar, we will present MAC3 Securitized Product Risk Model, with a focus on US MBS, CMBS and CMO risk models. We will discuss factor structure and backtest performance compared with legacy GRM. – Overview of Securitized Products– Pricing Model and Analytics– Special Aspects of Securitized Risk Models– Selected Securitized ...
2024年2月22日
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