In this one hour webinar we will provide an overview of PolyPaths’ Mortgage Servicing Rights (MSR) capabilities and how users can seamlessly leverage Andrew Davidson & Co's (AD&Co) LoanDynamics Model to project prepayments, delinquencies, defaults, and losses on their servicing portfolios. Whether running loan-level and/or cohort-level analysis, PolyPaths supports static and option-adjusted valuations of mortgage servicing rights and their associated hedges. The flexible cash flow model includes the standard set of income and fees, along with various customization options. Topics include:

• Cash Flow Model Overview
• MSR Based Analytics
• Hedge Analysis & Risk Management
• Forecasting Future Income, MV, and Risk
• Leveraging LoanDynamics Model V3.0 for loan-level, life-of-loan forecasts of CRR, CDR, delinquency and loss given default
• Assessing the impact of economic scenarios on MSR valuation and hedging
• Understanding the impact of trended data