Mortgage originations are at all-time highs, which means more servicing assets are being created. Is your institution taking advantage of the current opportunity to hedge its mortgage servicing rights? In this session, we’ll examine the pricing and risk profile of current production mortgage servicing rights and compare them with the servicing of more seasoned loans. We’ll also explore modern techniques to price, model and hedge mortgage servicing assets. Join us to learn how to use MSR hedging to protect your depository against potential market movements outside of its control.

Learning Objectives

• Understand pricing and modeling of mortgage servicing rights
• Compare MSR valuations on different mortgage vintages
• Recognize techniques to price, model and hedge mortgage servicing assets