Course highlights:

• Examine pipeline risk modelling
• Explore the application of derivatives in hedging mortgage risk
• Investigate the development of non–traditional mortgages
• Analyse pre-payment modelling techniques
• Assess the valuation and hedging of mortgage servicing rights
• Gain an insight into Rating Agency pricing techniques for RMBS
• Explore the US MBS Market with a focus on sub-prime mortgage loan performance

Course tutors:

• ABN AMRO Jonathan Nash
• AMBAC ASSURANCE CORPORATION Robert D Selvaggio
• BLACKROCK FINANCIAL David B. Sayles
• FANNIE MAE Jonathan Harris
• FITCH RATINGS Glenn Costello
• MORTGAGE INDUSTRY ADVISORY COMPANY Rob Branthover
• NOMURA SECURITIES INTERNATIONAL Mark Adelson
• WESTERBECK RISK MANAGEMENT Kent Westerbeck