Non-QM Mortgages: A Return To Normal
Virtual Panel
July 16, 2020

Agenda

    Thursday, July 16th, 2020

      2:00 PM ()
      Non-QM Mortgages: A Return To Normal

      • Please scroll down to view the recording. As the Non-QM market returns to some semblance of normalcy IMN has programmed a virtual event aimed at enacting the key industry systems and procedures needed to partake in this comeback.  It all starts with re-igniting the old relationships, finding new ones then coming up with the best practices in minimizing risks while profitably underwriting for this economy.  We will also be discussing the new paradigm in valuation, managing and hedging inherent Non-QM exposures as well as the current realities of financing your loans.

      Sponsored by:



      2:00 PM ()
      Finding New Business & (Re) Starting Your Non-QM Origination Program

      • • What is different about finding business today?
        • What are the products that are being offered?
        • Current compensation levels
        • Back office support
        • Mediums to crease awareness 
        • Sealing the deal in a zoom world
        • What is your secret sauce you pitch vs. the competition?

        • Tom Hutchens, Executive Vice President of Production (Angel Oak Mortgage Solutions)
        • John Lynch, CEO (PCMA Private Client Lending)
        • Samuel Bjelac, Senior Vice President (Sprout Mortgage)

      2:40 PM ()
      Minimizing Underwriting & Financial Risk For Non-QM Loans

      • • Pre-qualification procedures, calculating bank statement income & ability to pay: Tech & automation best practices to increase efficiency & decrease risk
        • Valuation/Performance/Risk Management/Hedging 
        • The latest on the rate of impaired payments, forbearance, prepayments and recapture 
        • How many months of bank statements do you look for?
        • Comparing full doc vs. self-employed borrower’s performance
        • Appraisals in a coronavirus world
        • What are the most prominent factors that impact performance of different products
        • Any tweaks to the risk models?
        • Which hedges were most effective over the coronavirus crisis?
         

        • Andrew Stachak, Vice President (First National Bank of America)
        • Kenon Chen, EVP, Corporate Strategy (Clear Capital)
        • David Grider, VP Northwest Division (HomeXpress Mortgage Corp)
        • Bryan Filkey, EVP of Credit and Strategic Initiatives (PCMA Private Client Lending)

      Valuation/Performance/Risk Management/Hedging

      • • The latest on the rate of impaired payments
        • Comparing full doc vs. self-employed borrowers performance
        • Buy back rates
        • What should you look for in an up-to-date valuation product?
        • Which pipeline hedges were most effective over the coronavirus crisis?
        • Appraisals in a coronavirus world
        • What are the most prominent factors that impact performance of different products
        • Any tweaks to the risk models?

      Financing & Securitization

      • • Evaluating funding costs
        • Where are the warehouse lenders?
        • Securitizations exposed to borrowers who have sought/receiving forbearance or deferral
        • QM pools with prime borrowers
        • Credit enhancement and shifting sequential pay structures
        • Evaluating California rich pools
        • Depth of buyers pool and current spreads
        • Underwriters going to straight to private capital
        • Cost of securitization vs. warehouse line

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Content/Audio Files

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  • Thursday, July 16th, 2020
  • 2:00 PM

    Non-QM Mortgages: A Return To Normal



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

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