MSR: Valuation, Risk Management & Forbearance
Virtual Panel
August 3, 2020

Agenda

    Monday, August 3rd, 2020

      2:00 PM ()
      MSR: Valuation, Risk Management & Hedging

      • Please scroll down to view webcast. After the latest roller coaster ride the MSR asset took us on things seem to be finally seem to be trending back to a new normal.  Attend IMN’s July update to discover what the new normal is for
        • Forbearance & Servicing
        • Valuations
        • Financing
        • Stress Testing & Risk Management
        Looking forward to the information sharing and networking…

      Sponsored by:



      2:00 PM ()
      Forbearance Projections, Loss Mitigation & It’s Challenges To Servicing, The MSR Asset & Sales

      • • How many loans are currently in forbearance? In what direction are they trending? What are the loans characteristics?
        • The latest DC, Agency and state regulations to be concerned with
        • How are you financing forbearances?
        • Forbearance and MSR transfers
        • Customer service and forbearance management best practices
        • Dealing with advances
        • When are you using non-forbearance loan mitigation strategies?
        • How are you treating forbearance requests on non-QM loans?
        • Handling loans already in default before Covid-19
        • How many people in forbearance are still paying?

        • Simon Aldrich, Executive Vice President (Freedom Mortgage Corporation)
        • Andy Walden, Economist and Director of Market Research (Black Knight Financial Services)
        • David Sheeler, President (Freedom Mortgage)

      2:30 PM ()
      Financing MSR: Lines Of Credit, Repos, Securitization, Excess Servicing Rights & Servicing Advances

      • • How liquid is the ABS market?
        • Tapping prepayments for liquidity purposes
        • Impact and practical use of Ginnie Mae recognition of servicing advance financing facilities under the acknowledgement agreement
        • How did the drawdowns go? Are lines still being cut?
        • Repo terms and warehouse banks: Has there been a change in acceptable collateral? What kind of haircuts are out there?

        • Erik Klingenberg, Chair, Capital Markets (Dentons)
        • Dominic Obaditch, Director (Credit Suisse)
        • Michael Drayne, Senior Vice President-Office of Issuer and Portfolio (Ginnie Mae)
        • Tim Wilkinson, Capital Markets (Longbridge Financial)

      3:10 PM ()
      MSR Valuation- Best Practices In Choppy Markets

      • • Impact of new Freddie forbearance practices
        • Valuing loans in forbearance and default
        • Scenario analysis and valuation models: What are you modeling for? Have there been any changes?
        • Impact of low interest rates and prepayments
        • Valuing non-GSE transactions
        • Mark-to-market best practices
        • What kind of model tweaks are you considering?
        • Fair value of MSR and hedges in choppy markets

        • Jason Vinar, Managing Director (Two Harbors Investment Corp.)
        • Brian Ye, Managing Director (JP Morgan Securities LLC)
        • Michael Carnes, Managing Director (MIAC)

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Content/Audio Files

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  • Monday, August 3rd, 2020
  • 2:00 PM

    MSR: Valuation, Risk Management & Hedging



    *** This session contains audio, but you must have been registered for this conference to be able to play audio files

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Tel: +1(212)901-0506 Fax: +1(212)768-2484
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