Portfolio Level Returns

Proper assessment of portfolio performance is a critical component of our investment and risk management frameworks. This webinar will differentiate common measures of performance in the depository space, including a discussion of why yield can be a poor measure of both risk and return.

Advanced Mortgage Pipeline Hedging Techniques

Competitiveness in the mortgage marketplace has pushed risk management and profitability strategies to the forefront. Originating conforming mortgage loans to be sold to the agencies exposes your institution to pricing risk from the time of the initial commitment to the borrower until the time that the loan is committed for sale to the agencies. Currently, many institutions pay the GSEs to hedge their pipeline for them, at a significant cost. Effective mortgage pipeline management presents an opportunity to enhance return and profitability through risk reduction and cost savings.

Assessing Portfolio Risk

Risks are the building blocks for portfolio-level returns, so a better understanding of the various risk factors affecting fixed-income valuations helps us as portfolio managers produce greater risk-adjusted portfolio returns.

Investment Process Overview

Managing a fixed-income portfolio is more than just picking a bond. Professional portfolio managers must rely on a thorough investment process that lays the foundation for generating superior risk-adjusted returns over a long time horizon. This webinar will discuss the key components of a thoughtful investment process and decision making framework.

Mortgage Pipeline Hedging

Institutions engaging in mortgage loan production and sale to investors (e.g. the agencies) understand this operation can be highly profitable, but also can by highly cyclical. Changes in mortgage pricing can lead to significant variability in profitability. Learn how to protect yourself from the volatility of the mortgage market.

Hedging Series: Core Balance Sheet Hedging

Balance sheet hedging techniques can be very effective in balancing the ALM position and a very important part of the ALM process. Implementing core balance sheet hedging strategy can help reduce balance sheet risk, thus achieving superior risk-adjusted financial performance.

Mortgage Servicing Rights Hedging

Those who are familiar with Mortgage Servicing Rights (MSR) assets understand MSR assets tend to exhibit a great deal of price volatility even for small changes in interest rates. While MSR assets can offer significant returns on capital, the inherent price volatility of them makes hedging considerations very important.

ALM: Sensitivity and Risk Management

ALM: Sensitivity and Risk Management Webinar Date: December 8, 2016 Navigating a complex financial landscape can be a formidable task, especially with uncertainty over a changing global economic market. Through layers of sensitivity testing, you can isolate the...

Non-Maturity Deposits

Non-Maturity Deposits Webinar Date: October 13, 2016 Given how the last decade’s interest rate environment has disguised potential rate exposure lurking on the horizon, it is critical that financial institutions maintain a strong and effective ALM framework and IRR...

Assessing Liquidity Forecasting

Assessing Liquidity Forecasting Webinar Date: September 8, 2016 Liquidity continues to be an important topic in both the financial news as well as with regulators. As strong loan growth continues to be funded with liquid deposits, understanding liquidity forecast has...