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CoreLogic director of credit risk analytics
PhD. in statistics from the University of California, Berkeley
Extensive experience in loan-level default and prepayment modeling, delinquency-to-claims modeling, economic capital determination and allocation. Co-author of chapter on CMO advanced valuation techniques in Frank Fabozzi’s CMO Portfolio Management and a recent article on dynamic home price modeling in Mortgage Banking.
Prior to LoanPerformance, Dr. Roginsky served as director of risk modeling for PMI, where he led many of the company’s risk management functions, including capitalization projects for its global businesses. Previous to that, he held various risk modeling positions at PeopleSoft, Fair Isaac, Rick Management Technology, and MSCI Barra.
To contact Dr. Roginsky, please send an email or call at (415) 536-3526.
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