What Makes Successful MSR Hedging Programs Tick?

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

*CPE Credit is available

Register Now
Hafizan Hamzah

Hafizan Hamzah

Director, Investment Management Group

Hafizan Hamzah serves as a Director in the Investment Management Group at ALM First Financial Advisors, joining the firm in 2010. Hafizan works in ALM First’s Investment Management Group and assists in developing client-specific portfolio strategies as well as portfolio rebalancing. In addition to portfolio management, Hafizan is responsible for monitoring and rebalancing hedges associated with the firm’s mortgage pipeline and mortgage servicing rights hedge strategies.

Michael Oravetz

Michael Oravetz

Director, Investment Management Group

Michael Oravetz joined ALM First Financial Advisors in 2016. He is responsible for trading, portfolio management, and investment theme development inside the Investment Management Group, with a primary focus in credit products. Additionally, Michael serves in a client servicing capacity, delivering holistic balance sheet strategy downstream to depository clients including loan and deposit pricing, and the execution of funding and hedging strategies.

This Webinar Starts In

Day(s)

:

Hour(s)

:

Minute(s)

:

Second(s)

  • Webinar organizers are prohibited from soliciting confidential personal information (credit card information, social security numbers, etc.) in the registration form. This questionnaire is not intended to handle sensitive or special categories of data.
  • By clicking this button, you submit your information to the webinar organizer, who will use it to communicate with you regarding this event and their other services.
ALM First” is a brand name for a financial services business conducted by ALM First Group, LLC (“ALM First”) through its wholly owned subsidiaries: ALM First Financial Advisors, LLC (“ALM First Financial Advisors”); ALM First Advisors, LLC (“ALM First Advisors”); and ALM First Analytics, LLC (“ALM First Analytics”). Investment advisory services are offered through ALM First Financial Advisors, an SEC registered investment adviser. Access to ALM First Financial Advisors is only available to clients pursuant to an Investment Advisory Agreement and acceptance of ALM First Financial Advisors’ Brochure. The content in this message is provided for informational purposes and should not be relied upon as recommendations or financial planning advice. We encourage you to seek personalized advice from qualified professionals regarding all personal finance issues.