Analytic tools and rates: Non-Agency tools and the post-IBOR world

Welcome remarks & key takeaways from day 1 (5min) Presenter: • Ming Xue, Head of Analytics Model Development, London Stock Exchange Group (LSEG) ___ Non-Agency models and tools (20mins) • Enhanced data processing for CRT, Jumbo near Prime, and Non-QM & MSA Level HPA as a key economic driver Presenter: Jake Katz, Non-Agency RMBS Modeler, Director, LSEG ___ Impact of IBOR migration (15 mins) · 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 Presenters: - Mikhail Bezroukov, Analytics Product Manager, Rates & Credit Lead, LSEG - Sung Joon Moon, Quantitative Research Analyst, Director, LSEG - Seunghyeon Son, Quantitative Analyst, Director, LSEG ___ Panel discussion: Reflecting on a post-IBOR world (20mins) Panelists: - Al Jugoo, Head of Clearing Solutions, SwapClear & Listed Rates, LCH - Ameez Nanjee, Vice President, Asset & Liability Management, Freddie Mac - Matthew Scott, Senior Vice President Trader; Head, Global Rates, Securitized Assets & Currency Trading, Alliance Bernstein • Moderator: Brian Organ, Relationship Manager, Senior Vice President, LSEG Please join us on October 8th for more insights from industry experts. October 6th replay is also available. Click here to view and register: October 6: Analytic landscape: Impact of COVID-19 and moving forwards https://bit.ly/36wndDR October 8: Analytic innovations:Securitized considerations as part of sustainable investing https://bit.ly/2SnQLLL *Please note that no press is allowed for this event.