Viktoria Baklanova

SEC

Viktoria Baklanova is a Senior Financial Analyst at the Office of Office of Clearance and Settlement of the SEC’s Division of Treading and Markets. Viktoria joined the SEC from the Federal Reserve Bank of New York, where she led counterparty risk monitoring efforts. Prior to that, Viktoria served as a Senior Financial Analyst at the Office of Financial Research of the U.S. Department of the Treasury focusing on risks to financial stability and overseeing development of systemic risk monitoring tools. In addition, Viktoria led several interagency data collection initiatives. Before joining the Treasury, Viktoria have worked for more than a decade at credit rating agencies analyzing investment management activity in money markets. Viktoria is a recognized expert in the repo market, has published numerous books and articles on the industry, and holds a Ph.D. in Finance Law from University of Westminster, as well as the Chartered Financial Analyst and Professional Risk Manager designations.

Articles by Viktoria Baklanova

Original research

Alternative margin models for mortgage-backed securities

The authors investigate mortgage-backed securities, applying margin frameworks often used on other asset classes to MBSs which could be uses as a supplemental model framework.

01 May 2024

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