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Yield & Arbitrage Theory – Servicing Insights Vol. 5 – Risk Management Part 2

Yield & Arbitrage Theory – Servicing Insights Vol. 5 – Risk Management Part 2

Servicing Insights Volume 5 will explore how to tackle the uncertainty of interest rates that leads to the uncertainty about the future values of your asset. Utilizing examples of both horserace and Superbowl betting strategies, we will review the concept of how to use averages to compute a price for your uncertain assets. Lastly, we will touch upon how the OAS generated price for an asset will give you the “fair,” or “arbitrage free” price.

MCT Exchange December 2016

MCT Exchange December 2016

Watch our recap video on the December 2016 MCT Exchange and learn why this mortgage banking industry conference is so highly valued by all attendees!

Hedging Note Rates That Transcend Coupons (SME Article)

Hedging Note Rates That Transcend Coupons (SME Article)

Learn from our experts why many hedge models are missing the mark when assigning price sensitivity to the asset prices of certain note rates. Download the full article from Secondary Marketing Executive magazine written by Philip Rasori.

Prepayments in Servicing Valuation – Servicing Insights Vol. 3

Prepayments in Servicing Valuation – Servicing Insights Vol. 3

Predicting prepayments is arguably the most difficult aspect of modeling the value of servicing, but there are a few tactics and best practices we recommend. Just like the channel 5 weatherman or the careful calculations of a rocket scientist, you can have a wealth of...

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