Richard Cooperstein to speak at IMN’s 2nd Annual Residential Mortgage Servicing Rights Forum (West), Los Angeles, CA
Richard Cooperstein was a member of the "Measuring & Stress Testing MSR Volatility & Liquidity Risk: What Are The Challenges?" panel.
- Which scenarios are you stressing that aren’t regulatory-based?
- Attribution tools and result validation
- Cost of servicing and performing vs. delinquent mortgages
- Changing dynamics of house prices and interest rates
- How does home price impact returns?
- Back testing, data validation and consolidation
- Forecasting future business and market values
- Building an efficient, repeatable process?
- Picking your model and risk parameters
- Liquidity considerations
- Static vs. OAS models
- What rates of delinquency are you currently stress testing?