Jarrow tackles mortgage market

New Angles

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Robert Jarrow – co-inventor of the seminal Heath-Jarrow-Morton (HJM) interest rate derivatives model – has teamed up with Trepp, a New York-based data and analytics specialist, to create a new commercial mortgage-backed securities (CMBS) risk management tool.

The web-based tool, WOTNTRDR, is the first product launch from WOTN. The company was co-founded by Jarrow – a professor at Cornell University in New York and inductee to the Risk Hall of Fame (Risk December 2002, page 47) – and Andreas Chris

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