October 6th – 8th, 2020
The fixed income industry has had no shortage of obstacles to contend with over the last couple of years. The IBOR transition triggered significant changes to modeling, forecasting, and other industry standard operations and analysis procedures. ESG and sustainable investing present important opportunities but also identify possible data and governance issues. And of course, more recently, the impact of COVID-19 on the economy has been felt globally,
causing volatility and uncertainty for all market participants.
Yield Book invites you to join us October 6th, 7th, and 8th for a complimentary virtual webinar series providing thoughtful insights from a gallery of voices from Yield Book senior management, product managers and modelers in addition to experts across the industry. Spread over three days, these hour-long sessions will explore timely topics including:
THREE-DAY AGENDA
October 6th – Analytic landscape: Impact of COVID-19 today and moving forwards
- Yield Book’s senior management will provide key business updates and discuss the status of the industry
- Yield Book’s head of product management will reflect on 2020 product initiatives
Presentation: COVID-19 adjustments on Agency, Non-Agency and CMBS models in addition to enhancements on products and data
Panel Discussion: Reflecting on COVID-19 impact and investors outlook in 2021
October 7th – Analytic tools and rates: Non-Agency tools and the post-IBOR world
Presentation: Non-Agency models and tools
- Enhanced data processing for CRT, Jumbo near Prime, and Non-QM & MSA Level HPA as a key economic driver
Presentation: Impact of IBOR migration
- Overview of the impact of IBOR transition on the industry and Yield Book
- Supporting the new risk-free rates: outlining recent developments
- Commentary on future enhancements
Panel Discussion: Reflecting on a post-IBOR world
October 8th – Analytic innovations: Securitized considerations as part of sustainable investing
Presentation: Sustainable investing within securitized markets
- ESG taxonomy in securitized
- Green CMBS
Panel Discussion: Sustainable investing
- Putting ESG into practice within securitized assets
- Unique issues for the green CMBS market
- Predatory lending and servicing behaviors through COVID-19
To register for each session, simply click on the “View webinar” buttons below, then click the “Attend” button to confirm your place.
Now On Demand
SPEAKERS
Arne Staal
Global Head of Product Management and Research
London Stock Exchange Group
Richard Burns
Global Head of Analytics
London Stock Exchange Group
John Bastoni, CFA
Vice President
Breckinridge Capital Advisors
Mikhail Bezroukov
Analytics Product Manager, Rates & Credit Lead
London Stock Exchange Group
Hui Ding
Senior Agency RMBS Modeler, Director
London Stock Exchange Group
Aysegul Erdem
Head of Securitized Product Management, Director
London Stock Exchange Group
Ilker Ertas
Head of Securitized Products
Annaly Capital Management, Inc.
Maryse Gordon
Business Development Manager
London Stock Exchange Group
Jake Katz
Non-Agency RMBS Modeler, Director
London Stock Exchange Group
Sean Maloy
Head of Analytics Sales Team for the Americas
London Stock Exchange Group
Sung Joon Moon
Quantitative Research Analyst, Director
London Stock Exchange Group
Al Jugoo
Head of Clearing Solutions, SwapClear & Listed Rates
LCH
Luke An Lu
CMBS Researcher & Modeler, Director
London Stock Exchange Group
Paul Morrissey
Head of North American Broker-Dealer Client Relationships
London Stock Exchange Group
Ameez Nanjee
Vice President, Asset & Liability Management
Freddie Mac
Brian Organ
Relationship Manager, Senior Vice President
London Stock Exchange Group
Katie Prideaux
Fixed Income Analytics Specialist, Sustainable Investment Lead
London Stock Exchange Group
Emily Prince
Global Head of Analytics Product Management
London Stock Exchange Group
Matthew Rodriguez
Portfolio Manager
Millennium Management
Matthew Scott
Head of Global Rates, Securitized Assets and Currency Trading
Alliance Bernstein
Mikhail Shefter
Head of ISD Analytics Research
London Stock Exchange Group
Seunghyeon Son
Quantitative Analyst, Director
London Stock Exchange Group
Ming Xue
Head of Analytics Model Development
London Stock Exchange Group