What’s Coming Next? Experts Look at the Uncertain Future
Given continuing bad news about the U.S. mortgage market and securities based on it, what are the industry’s likely short- and long-term prospects? Should companies lock down in anticipation of worse to come, or look for opportunities in this strange new environment—or both? This year’s LoanPerformance Symposiums series takes an expert look at what the future is likely to hold for mortgage and mortgage securities businesses.

2008 Symposiums Agenda
The Symposiums agenda now being planned focuses on expert presentation and analysis of the latest First American CoreLogic and LoanPerformance real estate, mortgage, and securities data, with data-driven analytics and research that show the most likely future prospects:

• The US Mortgage Market—Where Do We Go from Here?
  Mark Fleming, First American CoreLogic’s chief economist, analyzes the reality behind current issuer, servicer, and investor worries about worsening loan portfolio risk. Dr. Fleming explores current delinquency, default, and loss severity trends, highlighting specific areas of increased risk exposure—as revealed by new research based on the latest loan, property, and demographic data.
• Refinancing Out of Risk—The Impact on Originators, Issuers, Investors
  As originators, issuers, and investors face the dual conundrum of uncertain credit risk exposure and potential legislative rules changes, what real-world strategies are available to mitigate this unprecedented exposure? SVP Dave Hurt leverages 30 years as a trader, portfolio manager, and risk analytics expert to explore the available options and evaluate choices facing decision-makers—followed by open discussion with audience members.
• New Loan and Property Analytics for Managing Mortgage & Real Estate Risk
  The key to understanding mortgage portfolio and securities risk is strict, granular-level transparency of the loans themselves and their underlying collateral. Damien Weldon, VP of collateral & prepayment analytics, demonstrates breakthrough analytics that combine non-traditional data sources to produce insights that can transform risk assessment—and create new opportunities for originators, issuers and investors.
• BPOs: How Valuable Are They? (US Symposiums only)
  Broker Price Opinions (BPOs) are the backbone of many loss-mitigation, REO-management, and loan-acquisition due diligence strategies. Despite their critical importance, however—especially during a period of decreasing property values—BPO valuation accuracy has never been systematically measured. Until now. Rob Walker, EVP of collateral valuation, recently did a double-blind study comparing BPO distressed property performance with that of other methodologies. The results will surprise you.
• U.K. Collateral Risk Analytics—Managing Market Exposure (London only)
  Mark Witherspoon, CEO of First American subsidiary UKValuation—the pioneer of Automated Valuation Model (AVM) use in the UK—shows how existing and in-development collateral risk analytics can safeguard second-charge lenders, brokers, and surveyors from exposure to excessive residential property risk in the UK.

2008 Symposiums Locations/Registration
The following cities will host 2008 Symposiums. To register for a Symposium, please click on its name:

• Irvine, CA - June 5, 2008

Registration for the half-day LoanPerformance Symposiums, including continental breakfast, is free.

2008 Symposiums Email Updates
If you’d like to be kept in the loop on 2008 Symposium series developments, please register online for MarketPulse, LoanPerformance’s free information and data quarterly email update. This will automatically put you on the 2008 Symposiums email update list.

For More Information
To learn more about past or future LoanPerformance Symposiums, please contact us by email or by calling (415) 536-3500.