In December we hosted a live webinar, “MBS Valuation and Risk: Best Practices for Multi-Asset Strategies.” As a follow up to this popular event, we held an interactive video discussion to help answer any additional questions on this topic.
This session was fully driven by audience participation. FINCAD's Eric Peng and Eknath Belbase from Andrew-Davidson and Co. covered topics including:
- How to achieve coherent portfolio analytics and improved P&L
- Best practices for structuring an MBS analytics framework
- How to better respond to changing market conditions
- Benefits of a granular view of risk on hedging and P&L