WEBINAR: Fall Webinar Series 2014



Portfolio Risk Assessment of Agency and Credit Sensitive RMBS (including STACR, CAS and PLMBS) using AD&Co's LoanDynamics Model and BondEdge

Rob Landauer

Drivers of Rigorous MSR Valuation

Alex Levin

Assessing the Credit Risk of the STACR and CAS deals using CreditProfile

Eknath Belbase

Bridging the Gap: Using Agency LDM Plus for Loans

Daniel Swanson

Measuring, Ranking and Decomposing MBS Risk using RiskProfiler

Alex Levin

Non-QRM Mortgages: Assessing Credit Risk and Valuation using LoanKinetics

Richard Ellson

HELOC Loans: A Methodology for Measuring Prepayment Risk Webinar

Sanjeeban Chatterjee