Advantages of Real-Time MSR Data and the Impact on MSR Valuations

09 February, 2023 / by Mike Vough

With the run up in servicing valuations and portfolio sizes in the wake of the COVID-19 crisis, a new level of scrutiny is warranted on mortgage servicing rights (MSR) portfolios. The industry is accustomed to reviewing pipelines daily for profitability, risk exposure and data [...]

It’s a Lock: New White Paper Examines How Rate Lock Data Can Help Manage Portfolio Risk

15 March, 2022 / by Brennan O’Connell

Prepayment modeling is one of the most important elements in predicting a loan’s future cash flow. Cash flow, of course, is the primary value-driver for both mortgage-backed securities (MBS) and mortgage servicing rights (MSR). As prepayment activity increases, interest received [...]

In the Game of Recapture, Your Data is the MVP

07 April, 2021 / by Mike Vough

It’s cheap, yet valuable. It’s critical to retention, yet easily accessible.

Market Commentary: The Impact of Rate Movement and Loan Characteristics on Servicing Value

29 October, 2019 / by Michael Clark, Ph.D.

In terms of the secondary market, a mortgage loan is essentially made up of two separate parts, the loan asset and the servicing asset – which may be split up, packaged, and sold separately. The largest of the two pieces is the loan asset, which is cashflow of the loan itself, [...]