Judith Sciamma is Portfolio Manager of WyeTree Asset Management, a London-based asset manager which specializes in structured credit. Judith focuses specifically on the Residential Mortgage Backed Securities (RMBS) market.
In this Opalesque.TV interview, Judith introduces the complexity of RMBS, where 10,000 individual mortgages or more can comprise a single bond. Judith talks about her process in analyzing these bonds, and how the firm has built powerful proprietary analytical systems to model the behavior of all of these individual loans in order to evaluate each bond. She gives insight as to why the US is attractive in the short and medium term, and also why Europe will add value in the long term.
Learn about the following:
• An introduction to WyeTree Asset Management and RMBS.
• What rigorous statistics can achieve (and what not) when analyzing mortgage backed securities
• How boutique investment managers can have an edge in this market
• Which mortgage markets are the most attractive for investors?
Judith Sabbah-Sciamma is Portfolio Manager of WyeTree Asset Management. Mrs. Sciamma has over 15 years of portfolio management and asset analysis experience. She joined WyeTree in September 2007 to launch the residential asset and ABS platform. Prior to joining WyeTree, she was Portfolio Manager and Head of the ABS team at Solent Capital (London), Senior ABS analyst and ABS trader at IXIS CIB (London), Fund manager of structured products and securitization at ODDO Asset Management (Paris). She was a founding member of Equigest Asset Management (Paris), and asset manager at Prigerance (Paris), a subsidiary of Dexia Banque Privée.
She holds a degree from ENSAE M' from the department of Statistics, Economics and Mathematics.
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Judith Sciamma is Portfolio Manager of WyeTree Asset Management, a London-based asset manager which specializes in structured credit. Judith focuses specifically on the Residential Mortgage Backed Securities (RMBS) market.
In this Opalesque.TV interview, Judith introduces the complexity of RMBS, where 10,000 individual mortgages or more can comprise a single bond. Judith talks about her process in analyzing these bonds, and how the firm has built powerful proprietary analytical systems to model the behavior of all of these individual
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