MSR Hedging

Mortgage Servicing Rights (MSR) risk management is a full-time job – and one to which our team takes a systematic and comprehensive approach. We consider it imperative to recognize and manage ALL risk factors:

  • Interest rates
  • Volatility
  • Modeling
  • Option skew
  • Scenario-based performance

Our approach to MSR hedging includes:

  • Daily monitoring of hedge performance (intraday updates optional)
  • Multiple Horizon Analysis – typically instantaneous, 1-month, 3-month, and quarter-end
  • In-depth research and advice on all aspects of hedge construction
  • Constant review of all hedge positions and strategies
  • State-of-the-art trading platform
  • Customized financial solutions to a select group of financial institutions
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Deep Kumar

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Photo: _img/bios/Carlos_Sin.JPG

Carlos Sin
Volatility Trader

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Bob Koets

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