Harry Melandri

How have rising interest rates and increased market volatility shaped the MBS market in recent years and what comes next?
How can you best assess the level of credit and prepayment risk in the current market and the implications for MBS?
How can electronification and automation be used in the MBS market to increase transparency, access liquidity and unlock new opportunities?
Are any regulatory changes in relation to housing policies and mortgage regulations anticipated in 2024 and beyond?
What are the opportunities for derivatives in the MBS space?

How to make a choice between these approaches depending on your risk tolerance, investment horizon, and the specific goals of the investment strategy
Which strategies are best suited to respond to market volatility? Which are best for risk mitigation?
How can you employ a blend of both strategies to benefit from the strengths of each?

What are the key considerations in designing rules-based execution protocols that effectively manage liquidity during turbulent market conditions?
What metrics or indicators are commonly used to trigger automated trade executions?
How is risk managed during volatile market phases? How do you automatically adjust portfolio exposure or asset allocation?
Adaptive order types and scheduling algorithms: how do you dynamically adjust order sizes, timing, or execution venues based on real-time market data?

Main Day 1 - June 13th