Rod S. Dubitsky

Rod Dubitsky is a Managing Director and Head of Asset Backed Securities Research at CSFB. Since joining Credit Suisse First Boston in April 2000, Rod and his group has authored numerous special reports on mortgage and non-mortgage ABS topics including articles on student loans, credit cards, autos, Australian Mortgages, second liens, home equity triggers, interest only and piggy back mortgages and manufactured housing and NIMs. Rod’s group has also produced leading edge analytical work covering: second lien mortgage performance and models, subprime loss severity modeling, roll rate and payment velocity analysis and Home Equity available funds cap pricing. Rod created a series of home equity indices (called HEAT, for Home Equity ABS Tracker) that tracks performance across several subsectors of the home equity market. Rod’s group is also responsible for a suite of monthly market-leading surveillance publications covering Manufactured Housing, Credit Cards, Autos and Subprime Home Equity. Rod’s group also pioneered Home Equity Trigger reporting In 2004 Rod and his group was voted the #1 Mortgage-ABS strategist, #2 ABS Strategist and runner up in the Mortgage ABS Prepayments category in the Institutional Investor polls.

Prior to joining CSFB, Rod worked at Moody’s Investors Service focusing on subprime mortgage transactions. In addition, he covered construction, tax lien, Net Interest Margin, resecuritization, Alt A and Latin American MBS transactions. While at Moody’s, Rod published articles on subprime underwriting, Latin American legal issues and subprime delinquent loan repurchases. Prior to joining Moody’s, Rod worked on the buy side with responsibilities that included agency and non-agency MBS, CMOs, interest-rate and mortgage derivatives, servicing hedging and corporate bonds. Rod holds an M.B.A. from Duke University.

Date published: Mar 17, 2009


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