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BLOOMBERG – MAC3 Securitized Products Models
February 22, 2023 @ 6:00 pm - 7:00 pm
MAC3 Securitized Products Models
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 Models in Detail: MBS, CMBS and CMO
February 22, 2023
12:00 pm EST
9:00 am PST
5:00 pm GMT