MIAC combines hedging advisory, proprietary analytics, and software to help institutions understand MSR exposure, evaluate hedging strategies, and manage portfolio risk as market conditions change.
Managing MSR risk requires more than monitoring rate movements. Changes in the yield curve, mortgage basis, volatility, and borrower behavior can all influence portfolio value and hedging performance.
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Measure MSR value and sensitivities to key market factors, including interest rates, curve movements, mortgage spreads, and volatility.
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Evaluate hedge coverage, instrument selection, risk tolerances, and potential portfolio outcomes using scenario and stress analysis.
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Examine the factors driving MSR and hedge performance, identify residual exposures, and assess hedge effectiveness.
Explore MIAC’s monthly analysis of market movements, MSR risk measures, and performance attribution. Additional context for understanding risk and hedging performance.
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Whether you’re evaluating an existing hedge program or reviewing your portfolio’s risk exposure, MIAC can help assess your objectives and available approaches.
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