The following agenda—listing only confirmed presenters—is accurate as of June 11th, 2007. The online agenda will reflect any last-minute changes to topics and times (or speakers), so please revisit this page for updates and addenda as the conference start date approaches:

Download RiskSummit 2007 Brochure here (includes RiskSummit 2007 agenda as of June 11, 2007).

Sunday, July 22, 2007

Registration/Hotel Check-In Product Training and Demonstrations Pre-Conference Product Workshops Welcome Reception and Dinner Buffet

Monday, July 23, 2007

Breakfast/Registration Product Training and Demonstrations General Sessions Concurrent Track Sessions Focus on the Sellside Focus on Modeling and Analytics Focus on Loan Quality Lunch/Recreational Activities Evening Reception and Dinner

Tuesday, July 24, 2007

Breakfast/Registration General Sessions Product Training and Demonstrations Concurrent Track Sessions Focus on the Buyside Focus on Servicing Focus on Regulatory Lunch Laboratories and Workshops Adjournment

Sunday, July 22, 2007

Registration

12:00 - 6:00 PM—Conference Registration Outside Main Clubhouse

Product Training and Demonstrations

1:00 PM to 5:30 PM—Training and Demos Veranda Foyer

Information and Analytics Product Updates

Information Products

Parlor Room

1:00 - 2:00 PM—TrueStandings™ Securities An update of TrueStandings Securities features and functionality, including CUSIPS matching, bulk data export, and early data updates—followed by an open-ended discussion and Q&A session. An opportunity to learn more about TrueStandings Securities and share your views on its practical application in your environment.  Patrick Kiser, Product Manager, Securities Information Products, LoanPerformance 2:00 - 2:45 PM—TrueStandings™ Servicing An update of TrueStandings Servicing features and functionality, including the new market analysis and participant loan-level modules—followed by an open-ended discussion and Q&A session. An opportunity to learn more about TrueStandings Servicing and share your views on its practical application in your environment.   Karen Tam, Product Manager, Contributed Data Products, LoanPerformance 2:45 - 3:30 PM—TrueStandings™ Servicing ScoreCard An update of features and functionality in the only servicing benchmarking tool that compares servicer performance and efficiency on a risk-adjusted basis, including new shorter look-back periods of three, six, and twelve months.   Karen Tam, Product Manager, Contributed Data Products, LoanPerformance 3:30 – 4:00 PM—TrueStandings™ HomeEquity Introducing LoanPerformance's TrueStandings HomeEquity, featuring the largest repository of home equity data. Learn how increased stability, expanded report design, and improved custom reporting capabilities can enhance your home equity diagnostics. Karen Tam, Product Manager, Contributed Data Products, LoanPerformance 4:00 – 5:30 PM—TrueStandings™ Data Repository Introducing TrueStandings Data Repository, LoanPerformance's ground-breaking integration of loan-level and property-level data and analytics—including HPI, current open liens and valuations, payoff analysis, collateral risk, property tax delinquencies and defaults, and originator/broker benchmarking.  Julian Grey, Product Manager, Contributed Data Products, LoanPerformance  Damien Weldon, MA, MSc, VP, Collateral & Prepayment Analytics, LoanPerformance

Analytics Products

Veranda Room

1:00 - 2:00 PM—PreTell™ An update of PreTell's latest models and enhancements, especially those strengthening its state-of-the-art loan-level prepayment scoring for cross-sell, acquisition, and retention. Utilizing comprehensive public property record data, household-level demographics, and sophisticated property valuation methodologies, PreTell now creates even more powerful data separations identifying which borrowers in a portfolio are likely to prepay or move—and grouping them by the degrees of likelihood.  Gunnar Blix, MS, Senior Modeler, Prepayment Scoring Group, LoanPerformance 2:00 - 3:00 PM—CoreLogic Risk Management Suite The co-founder of CoreLogic—which recently merged with First American Real Estate Solutions to create First American CoreLogic—presents an overview of the latest CoreLogic risk management tools, a powerful suite of flexible, holistic solutions that identifies loss severity and EPD, integrates credit characteristics, identifies borrower income and occupation misrepresentations, and more.  Steve Schroeder, EVP, Risk Management, First American CoreLogic 3:00 - 4:30 PM—RiskModel An update of the latest analytics and software enhancements to the industry-leading RiskModel, including an overview of new subprime coefficients, HELOC validations, HPI, and loss-given-default models. In addition, the presentation will include a comprehensive review of the RiskModel API, an embedded cash flow/pricing engine that employs RiskModel technology.  Stephen Thompson, MA, MBA, Product Manager, RiskModel, LoanPerformance  Mark Beardsell, PhD, Director, RiskModel Analytics, LoanPerformance  Tom Showalter, MA, MBA, VP, Product Management, LoanPerformance

Welcome Reception

7:00-9:30 PM—Opening Reception and Dinner Buffet Main Pool Area (adjacent to La Costa Clubhouse)

Monday, July 23, 2007

Costa del Sol Conference Center

Breakfast/Registration

Costa del Sol Conference Center Foyer and Terrace

6:45 - 7:30 AM—Buffet Breakfast 6:45 - 12 Noon—Conference Registration

General Sessions

Costa del Sol Conference Center Ballroom

7:30 - 8:00 AM—Welcome Address and Opening Remarks  Dan Feshbach, President and CEO, LoanPerformance  George Livermore, CEO, First American CoreLogic 8:00 - 9:00 AM—Mid-Year Economic Forecasts  David Berson, PhD, VP & Chief Economist, Fannie Mae  Amy Crews Cutts, PhD, Deputy Chief Economist, Freddie Mac

Product Training and Demonstrations

9:00 AM - 12 Noon—Training and Demos Costa del Sol Conference Center: Las Palmas One

Concurrent Track Sessions

Costa del Sol Conference Center Ballroom F, G, H

Focus on the Sellside

Ballroom F 9:10 - 10:00 AM—Hybrid ARM Resets: Proactive or Reactive Strategies Perspectives of prime, Alt-A, and non-prime experts discussing the marketplace impact of Hybrid ARM resets, plus securitization strategies and how they may evolve. Moderator  Paul Calem, PhD, Director, Mission Oversight and Development, Freddie Mac Panelists  Lakhbir Hayre, Managing Director, CitiGroup Global Markets  Joy Zhang, Associate, MSTAR Group, Credit Suisse  Christopher Cagan, PhD, Director, Research & Analytics, First American CoreLogic 10:10 – 11:00 AM—Subprime Markets Dislocated: Where Do We Go From Here? An analytical session examining various professional perspectives on the subprime market "implosion" and prospects for the future. Moderator  Peter Paul, President and CEO, Paul Financial Panelists  Christina Davies, SVP, Credit Risk Management, Chase Home Lending  Ray McKewon, Co-Founder, Accredited Home Lenders  Alexander Hamilton, CEO, LIME Financial Services 11:10 AM – Noon—Repurchase Strategies for Success, Maintenance and Survival A frank discussion of the impact of various early payment default scenarios on companies and how to determine adequate loan-loss reserves for success, maintenance, or survival. Moderator  Andy Chawla, SVP, Enterprise Risk Management, Impac Mortgage Holdings, Inc. Panelists  Steve Golden, Managing Director, Principal, Bear Stearns  Leslie Gibin, SVP, Director of Credit, GreenPoint  Dave Girling, Former CEO, ComplianceEase

Focus on Modeling and Analytics

Ballroom G 9:10 – 10:00 AM—Practical Applications in Risk Modeling In this perennial favorite, you'll hear from industry experts about the latest techniques—and issues—facing risk modelers and analysts. Moderator  Denis McLaughlin, Chief Credit Officer, SunTrust Mortgage Panelists  Troy Haines, SVP, Modeling and Analytics, WaMu  Eva Cruz, PhD, VP, Risk Management, Bank of America  Maura Hunter, Risk Management, Wachovia  Josh Leventhal, VP, Mortgage Trading, BNP Paribas 10:10 – 11:00 AM—Holistic Mortgage Data: Trading and Investing Implications Mortgage data breakthrough—how leveraging combined securities, property, and open lien data transforms your view of risk and eliminates the blind spots. Moderator  Stephen Pennington, Director, Financial Engineering, Dynamic Credit Partners Panelists  Ying Shen, PhD, Head of Non-Agency MBS Research, Deutsche Bank  David Zhang, Director, MSTAR-Fixed Income, Credit Suisse 11:10 – Noon—Latest Housing Price Modeling Econometrics A discussion of current HPI models and issues, featuring a panel of leading housing economists and analysts. Moderator  Sudeshna Banerjee, SVP, Information Foundation Program, Bank of America Panelists  Amy Crews Cutts, PhD, Deputy Chief Economist, Freddie Mac  Stevan Stevanovic, VP, Fixed Income, Credit Suisse  Chris Flanagan, Managing Director, JP Morgan Securities

Focus on Loan Quality

Ballroom H 9:10 – 10:00 AM—Managing Stated Income Risk How to evaluate borrower repayment capacity accurately and uncover income misrepresentation. New approaches that can provide productive loan pool assessment and management to meet the most rigorous quality standards. Moderator  Steve Schroeder, EVP, Risk Management, First American CoreLogic Panelists  Andy Chawla, SVP, Enterprise Risk Management, Impac Mortgage Holdings, Inc.  John Mongelluzzo, Managing Director, Bear Stearns  David Pawlowski, Director, Mortgage Trading, BNP Paribas 10:10 – 11:00 AM—Revaluing Risk in Times of Change With unprecedented layers of mortgage risk and a fast-changing market, portfolios originated over the last 24 months are ripe for revaluation. A discussion of the latest risk-based methodologies for revaluing portfolios to reflect current market conditions. Moderator  Mark Fleming, PhD, Chief Economist, First American CoreLogic Panelists  Frank McKenna, Co-Founder and Chief Fraud Strategist, BasePoint Analytics  Michelle White, Chief Appraiser, Bear Stearns Residential  Craig Wolfe, VP, Loss Mitigation, Franklin Bank 11:10 – Noon—Loan Modification vs. NOD's: Whose Interests Are Best Served? What kinds of repayment and forbearance strategies are effective for resolving loan defaults vs. liquidating assets through foreclosure? How can bondholder and servicers best deal with the risk of early forbearance and "manageable" higher levels of early borrower default? Moderator  James Fratangelo, VP, Bayview Financial Panelists  Tom Zimmerman, Managing Director, UBS Investment Bank  Michelle Russell-Dowe, Managing Director, Investment Management Group, Hyperion Capital Management, Inc.  Waqas Shaikh, Director, Standard & Poor's

Monday Afternoon

Lunch

Noon – 1:00 PM—Deli Lunch Costa del Sol Conference Center Foyer and Terrace Box lunches for golfers provided at Clubhouse

Recreational Activities

12:30 PM—Golf Shotgun Main Clubhouse (downstairs outside the Pro Shop) 12:45 PM—Catamaran, Biking, Kayaking Transportation Departs Front driveway of Costa del Sol Conference Center 1:00 PM—Tennis La Costa Tennis Complex 1:00 - 5:00 PM—Spa Appointments La Costa Spa (please arrive 30 minutes before scheduled time)

Monday Evening

7:00 - 10:00 PM—Cocktail Reception and Dinner Costa del Sol Conference Center Terrace and Ballroom Speaker  John Robbins, Chairman, Mortgage Bankers Association 10:00 - 11:30 PM—Afterglow Main Clubhouse: Legends Patio (Downstairs)

Tuesday, July 24, 2007

Costa del Sol Conference Center

Breakfast/Registration

7:30 - 8:30 AM—Breakfast Costa del Sol Conference Center Foyer and Terrace NOTE: La Costa check-out time is 12:00 Noon (please store bags with bellman) 7:30 - 3:30 PM—Survey Return Costa del Sol Conference Center Foyer and Terrace

General Sessions

Costa del Sol Conference Center Ballroom D, E

8:30 - 9:15 AM—Let’s Hear It from the Sellside This popular panel features Sellside experts discussing current market conditions, opinions, and forecasts. Moderator  David Akre, Co-CEO, New York Mortgage Trust, Inc. Panelists  Peter Barkey, VP, Capital Markets, C-BASS  Steve Katz, Managing Director, Whole Loan/ABS Trading, Nomura Securities International  Phil Seares, Director, Mortgage Trading, CitiGroup Global Markets 9:15 - 10:00 AM—Let’s Hear It from the Buyside Another popular panel, this one features Buyside experts discussing current market conditions, opinions, and forecasts. Moderator  Nick Krsnich, President, JMN Financial LLC Panelists  Kevin Jenks, Portfolio Manager, HBK  Marc Rosenthal, Chief Investment Officer, C-BASS  Ralph Nacey, Managing Director, Asset Management, Brigadier Capital Management, LLC

Product Training and Demonstrations

10:00 – Noon—Training and Demos Costa del Sol Conference Center: Las Palmas One

Concurrent Track Sessions

Costa del Sol Conference Center Ballroom F, G, H

Focus on the Buyside

Ballroom F 10:10 – 11:00 AM—Loan-Level Data: The New Transparency Why the Buyside should demand more—and why sellers should want to share more. A discussion of arbitrage versus efficiency and enhanced liquidity. Moderator  Dan Feshbach, President and CEO, LoanPerformance Panelists  Andy Springer, Managing Director, Trading, Marathon Asset Management  Steve Ornstein, Partner, Thacher Proffitt & Wood LLP 11:10 AM – Noon—Non-Prime: How Far Does the Market Have to Back Up? A session focusing on current and future subordination levels and collateral and structural types that will be effective going forward—from the perspective of rating agencies and MI. Moderator  Linda Kobrin, Managing Director, XL Capital Assurance Inc. Panelists  Grant Bailey, Senior Director, Residential Mortgage Backed Securities, Fitch Ratings  Dennis Stowe, President & CEO, Residential Credit Solutions

Focus on Servicing

Ballroom G 10:10 – 11:00 AM—Servicing in an ARM Reset Market Servicing experts discuss retention issues and critical new strategies made necessary by the expected volume of ARM resets. Moderator  Patrick Coon, Head of Default Servicing Management, Saxon Mortgage Panelists  Joseph Serrato, Portfolio Analytics Manager, Wachovia  Vincent Spoto, Director, Servicing Oversight & Loan Repurchase Securities, Credit Suisse 11:10 AM – Noon—Servicing Default Management: Do It Yourself or Outsource? How do you manage your servicers in a troubled default environment? What’s the best forbearance strategy—foreclosure or loan modification? Moderator  Ken Frye, SVP, Loan Servicing, Wilshire Panelists  Shane Ross, SVP, Account Management, Litton Loan Servicing  John Vella, President & CEO, EMC Mortgage Corporation  Phillip Comeau, President & CEO, Phillip Comeau Company, Inc.  David Reedy, Managing Director, CitiGroup Global Markets

Focus on Regulatory

Ballroom H 10:10 – 11:00 AM—Bank Examiners and Vendor Models: What Are They Looking For? A panel focusing on how bank examiners address vendor models used by banks and the implications for risk modeling. Moderator  Paul Calem, PhD, Director, Mission Oversight and Development, Freddie Mac Panelists  John Roberts, Quantitative Risk Analyst, FDIC  Steven Phillips, PhD, Examination Manager, Model Risk, OFHEO  Christopher Henderson, PhD, Special Advisor, Supervision, Regulation, & Credit, Federal Reserve Bank of Philadelphia  Millen Simpson, Capital Markets Examiner, Office of Thrift Supervision 11:10 AM – Noon—Regulatory Oversight: The Changing Landscape How Fed policy impacts the market: Who regulates whom? Who should regulate those who aren’t? Moderator  Robert Gaither, Principal, Secondary Marketing Head, Global Structured Products, RMBS Trading, Bank of America Panelists  Steve Gregovich, Assistant Regional Director, Office of Thrift Supervision  John Robbins, Chairman, Mortgage Bankers Association  Richard Brown, PhD, Chief Economist, FDIC

Tuesday Afternoon

Lunch

12:00 Noon – 12:30 PM—Deli Lunch Costa del Sol Conference Center Foyer and Terrace NOTE: La Costa check-out time is 12:00 Noon (please store bags with bellman)

Laboratories and Workshops

Costa del Sol Conference Center: Ballroom F, G, H

12:30 – 1:55 PM—RiskModel Part I: New Models Focus on subprime coefficients and improvements in the transition model, updated LGD models, updated HELOC validations. This session intended for current users of RiskModel who desire an in-depth laboratory experience and an opportunity for open Q&A.  Mark Beardsell, PhD, Director, RiskModel Analytics  Matt Cannon, MA, Senior Research Analyst  Xiaomei Zhu, ME, MS, RiskModel Econometrician 12:30 – 1:55 PM—Early Payment Default Solutions Workshop Focusing on EPD scoring models, real estate analysis of EPDs, and underwriting/fraud perspectives, this workshop is intended for mortgage analysts who want to leverage traditional and non-traditional data sources to find new ways to analyze and model early payment defaults.  Damien Weldon, MA, MSc, VP, Collateral & Prepayment Analytics 2:00 - 3:30 PM—RiskModel Part II: Applications Focusing on the HPI simulation model, including a technical overview: how the latest RiskModel impacts expected loss, economic capital, diversification benefits, and overall loss distributions. Additional focus on structured finance tools, including loan-level securities data, RiskModel projections, and structured cash flows combined. An in-depth laboratory and open Q&A session intended for current RiskModel users.  Mark Beardsell, PhD, Director, RiskModel Analytics  Pavel Okunev, PhD, Senior Risk Modeler 2:00 - 3:30 PM—Modeling for Maximum Predictiveness The chief economist of First American CoreLogic—which was created by the recent merger of First American Real Estate Solutions and CoreLogic—discusses how to maximize predictability and reduce risk by integrating traditional credit characteristics with collateral, borrower, and broker risk elements, utilizing recent analyses of actual loan pools and the risk-prediction results achieved by using this integrated approach.  Mark Fleming, PhD, Chief Economist, First American CoreLogic

Adjournment

3:30 PM—RiskSummit 2007 Closes "Have safe trip home...see you next year at La Costa, July 20-22, 2008."

For More Information
If you have any questions about the 2007 LoanPerformance RiskSummit, please contact us by email or by calling (415) 536-3525.