Overcoming the structural and risk management challenges in mortgage finance

Risk and Mortgage Risk magazines were proud to launch Mortgage Risk Europe 2007. This extensively researched conference programme was been specifically designed to provide mortgage-finance executives with up-to-the-minute strategies on how to successfully navigate the different aspects of risk involved in both managing and investing in mortgage portfolios. Designed specifically for mortgage banks/originators, building societies, investment banks, hedge funds and other investors in MBS, this not-to-be-missed event provided an analysis of the latest and most advanced techniques in prepayment modelling, an assessment of the dynamics surrounding credit risk, an analysis of the fallout in the US subprime lending area and more.

Conference highlights include:

• Modelling historic prepayment performance
• Analyzing customer optionality and its effect on prepayment modelling
• Effective strategies in mitigating mortgage take-up [pipeline] risk
• Assessing Basel II implications for the covered bond market
• Using swaptions to mitigate prepayment risk
• Effectively managing the risk on non-conforming loans
• Gauging the impact of interest-rate assumptions
• Analyzing the state of the housing market and the implications on credit risk
  

Click here to see Mortgage Risk Europe 2007