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Hedging Considerations for Secondary Market Trends | CMBA Panel Presentation by Phil Rasori

Hedging Considerations for Secondary Market Trends | CMBA Panel Presentation by Phil Rasori

This is our recap of the first of two different panel sessions Phil Rasori participated in at the California Mortgage Bankers Association (CMBA) 45th Annual Western Secondary Market Conference show in San Francisco at the Westin St. Francis Hotel from July 19 – 21. The presentation answered the question – “What is going on with the hedging market as related to granularity in the pricing of the mortgage asset?”

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!

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