MSR Webinar

Thank you to all who attended our MSR valuation and hedging webinar overview, which covered the following topics:

  • Modeling the MSR Asset o Loan or Cohort Upload via CSV o MSR Cash Flow Model o Decomposing Value Across Cash Flow Components
  • Modeling Hedging Instruments
  • Static and OAS Valuation
  • Static and OAS Cash Flows
  • Risk Measures and P&L Attribution

If you missed this and would like more information on MSR through PolyPaths, please contact us at support@polypaths.com.