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MSR Assumptions Q1 2020

 

This is a timely announcement from MCT’s MSR Services division to summarize how the first quarter of 2020 has changed MSR valuation assumptions.

 

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About the Memo:

MCT’s MSR Services reviews and modifies MSR assumptions as part of maintaining as accurate a cash flow tool as possible.

In this memo, we will review:

  • the context of servicing as a Level III asset
  • key assumptions that are at play that need to be re-examined in light of the economic dislocation
  • how we expect the first quarter to impact MSR valuations for the rest of the year

Read the memo to learn of how assumptions have changed and how it affects MSR valuations.

Download our memo today to learn about this MSR assumptions update.

“There are three key assumptions that are “in play” and need to be re-examined considering the economic dislocation. These are: par interest rate, yields on MSR, and delinquency projections. ”

Phil Laren, Director of MSR Services writing in MSR Assumptions Q1 2020

About the Author:

Phil Laren, Director of MSR Services at MCT

MCT’s mortgage servicing software, MSRLive!, was created by industry veteran Phil Laren.

Mr. Laren has more than 30 years experience in Capital Markets, predominantly in servicing. He is experienced in all aspects of servicing, modeling, pricing, trading, negotiating, hedging, risk analysis, accounting analysis and operations.  He is also very experienced building teams and managing traders & analysts.

Mr. Laren holds Advanced degrees in statistics and econometrics.

Phil Laren, Director of MSR Services