SAN DIEGO, Calif, Sept. 21, 2017 – Mortgage Capital Trading, Inc. (MCT), a leading mortgage hedge advisory and secondary marketing software firm, announced that two of its subject matter experts will speak on panels at the IMN’s 2017 Mortgage Risk Management Strategies Conference being held in Los Angeles, California on October 2.
The First Panel:
Getting the Tiger by its Tail (Risk): Risk Management of Mortgage Instruments in Times of Extreme Volatility
Monday Oct. 2 at 12:40 PM.
- Liquidity and spread risk
- Examining the 2008 crisis and 90s Treasury liquidity trap
- Term structure volatility
- Valuation issues
- Cost of buying protection
- What do you see as the next cause of volatility in the mortgage market?
- MSR volatility
- What happens when convexity gets out of whack?
- Looking at credit crunches
- What can/can’t be effectively hedged?
- Assessing tail risk in a consistent way
- Philip Laren, Director of MSR Services – Mortgage Capital Trading, Inc. (MCT)
- Brian Ye, Managing Director – JP Morgan Securities, LLC
- Eknath Belbase, Head of Mortgage Strategy – Andrew Davidson & Co., Inc.
- Paul Birkett, Managing Member – Automation Holdings LLC
- Hakan Danis, Director, Economic Stress Test Manager of Credit Strategies Group – MUFG Union Bank
The Second Panel:
Hedging and Risks Management for Private Label, Non-Agency Securities and ARMS. The session will discuss risk management for instruments such as HELOCs/ARMs; Jumbos, Subprime, ALT-A’s and reverse mortgages.
Monday, Oct. 2 at 4:20 PM
- Evaluating, measuring, and managing credit risk
- Which loan-level analytics do you examine?
- Floating vs. fixed products
- Applications to change duration
- Cash flow control
- Hedge ratios and costs of hedging
- Non-hedging risk mitigation strategies. Which are the best ones? How effective are they?
- Performing/non-performing? Scratch and dent loans
- Convexity of servicing vs. whole loans
- Clean-up call risk
- Bill Berliner, Director of Analytics – Mortgage Capital Trading, Inc. (MCT)
- Ben Hunsaker, Portfolio Manager, Head of Structured Products – Beach Point Capital
- Ashish Negandhi, Senior Portfolio Manager – Angel Oak Capital
- John Coleman, SVP, MD, Fixed Income Group – RJO’Brien
- Al Qureshi, Managing Director – Incenter
- Leon Tatevossian, Fellow, Math in Finance – NYU Courant Institute
MCT will be holding meetings with interested lenders while at the conference. Contact the company to arrange a discussion time at (619) 543-5111
Founded in 2001, Mortgage Capital Trading, Inc. (MCT) has grown from a boutique mortgage pipeline hedging firm into the industry’s leading provider of fully-integrated capital markets services and technology. MCT offers an array of best-in-class services and software covering mortgage pipeline hedging, best execution loan sales, outsourced lock desk solutions, MSR portfolio valuations, business intelligence analytics, mark to market services, and an award-winning comprehensive capital markets software platform called MCTlive! MCT supports independent mortgage bankers, depositories, credit unions, warehouse lenders, and correspondent investors of all sizes. Headquartered in San Diego, California, MCT also has offices in Philadelphia, Santa Rosa, Los Angeles and Dallas. MCT is well known for its team of capital markets experts and senior traders who continue to provide the boutique-style hands-on engagement clients love. For more information, visit www.mct-trading.com or call (619) 543-5111.
Chief Marketing Officer
Mortgage Capital Trading