2019 Hedging: Case Studies

Hedging for many institutions is either an unfamiliar or four-letter word. Here, we will review the applications of multiple hedging strategies and their results – gains and losses – over the year. Learning Objectives: Review different hedging strategies Discuss the...

The Fundamentals of MSR Hedging

In order to successfully hedge Mortgage Servicing Rights (MSR) assets, institutions need a sophisticated approach utilizing robust analytical systems that can properly model the negative convexity of the asset, as well as the human capital in place to properly manage...

When Mortgage Pipeline Hedging is a Must

Institutions engaging in mortgage loan production and sale to investors (e.g. the agencies) understand this operation can be highly profitable, but it also can be highly cyclical. Changes in mortgage pricing can lead to significant variability in profitability,...

The Fundamentals of Derivatives & Balance Sheet Hedging

Short-term market rates may continue to rise, but proper hedging strategies are agnostic to the rate environment and its movements. Join us for this webinar where we will discuss various hedging strategies and how to assess hedging performance in relation to the...