MSCI´s Securitized Products Models and Research in Charles River Workbench

Securitized Products are among the biggest and most complex financial asset classes. Modeling and analytics are key factors for investment analysis and risk management in these sectors. 

Join David Zhang, Head of MSCI Securitized Products Research, and Yihai Yu, Head of MSCI agency MBS  Research, as they discuss the latest development and modeling updates for securitized products. Jared Martin, VP Sales Engineering at Charles River Development will show how to manage portfolios in Charles River Manager Workbench for front office use. 

Agenda Topics

• MSCI Securitized Products Market and Outlook 
  • Agency MBS Performance Trend
  • Agency ARM Model Release
  • Non-Agency Issuance and Performance Trend
• Demonstration in Charles River Manager Workbench
  • Model Index Durations 
  • Model Fed MBS Portfolio Runoff

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