Richard Cooperstein to speak at IMN’s 2nd Annual Residential Mortgage Servicing Rights Forum (West), Los Angeles, CA

Los Angeles, CA

Richard Cooperstein was a member of the "Measuring & Stress Testing MSR Volatility & Liquidity Risk: What Are The Challenges?" panel.

Discussion Points:

  • 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?