CoreLogic LoanPerformance - 2010 Symposiums

September 02, 2010 | Search

June 10 Data

"National Housing
Prices Rise
1.4 Percent..."

The MarketPulse
(Dec 09 Data)

National Prime
Serious Delinquency (SD)
3.41%

Latest DCR
8/16/2010

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The 2010 Symposium Series (see cities and dates below) showed you how our dynamic, multi-dimensional data and advanced analytics can cut through current marketplace uncertainty and identify profitable emerging opportunities.

2010 Symposiums Agenda
The Symposiums agenda focusedon expert presentation and analysis of the latest CoreLogic real estate, mortgage, and securities data, with data-driven analytics and research that show the most likely future prospects. Topics varied by location:

The Market Now
2009 was a year of dramatic developments for the economy and the housing and mortgage markets: an unconvincing recovery from the Great Recession, promising if possibly illusory stabilization in house prices, unpredictable fiscal and monetary moves by the government. Is the market poised to recover its confidence? Or will more bad news—looming shadow inventory, persistently high unemployment, the end of government housing-market support—spoil everything?
Capital Markets Today
"What price paradise?" Wall Street veterans Dave Hurt and Brendan Keane explore the unprecedented challenges still facing market participants and which strategies (and tactics) originators, servicers, traders, and investors should utilize to improve their performance in 2010 and beyond. A frank and nuanced look at the primary and secondary markets and how some powerful new tools can create the business intelligence to transform portfolio performance.
Valuation Analytics
A true “bottom-up” approach to risk assessment is now an industry baseline requirement for evaluating and pricing assets. Whether your focus is pricing, predictive modeling or preventing loss, your ability to gauge risk accurately depends now more than ever on the quality of your valuation data and analytics tools. This presentation reviews the state of the art for identifying risk at all stages of the valuation lifecycle in the current environment.
Due Diligence for the Real World
Capitalizing on today’s opportunities requires understanding where the risk lies and how to uncover it. Whether you are trading in seasoned whole loans or bringing a new security to market, you need a risk management strategy that identifies the major risk factors: credit, compliance, collateral and fraud. We discuss due-diligence best practices and how to implement comprehensive solutions that utilize the wide range of available data and analytics to your greatest advantage.
Managing Distressed-Asset Portfolios
Risk management of distressed assets has for the past few years revolved around issues like housing price deterioration, defaults related to ARM resets, and poor underwriting guidelines. This Symposium session will present a more comprehensive approach that integrates borrower-centric predictive analytics with narrowly targeted loan and property analytics to identify actual current risk and optimize the performance of your portfolio dynamically to match the continuous rise and fall of asset values.
Bond Analytics You Can Bet On
With heightened market uncertainty and a rapidly changing regulatory environment, investors, traders and federal agencies need granular, accurate, comprehensive non-agency analytics capable of differentiating between positions and identifying the elements driving these differences. The LoanPerformance Bond Analytics Platform meets and exceeds this new analytics standard by seamlessly integrating securities data, HPI performance and forecast data, RiskModel projections, and Intex cash-flow routines. This presentation shows how these integrated tools, combined with the user's macroeconomic perspective, can create significant competitive advantage.
When Mortgages Don't Perform, Look for Fraud
Mortgage fraud can have a huge impact on the lifetime performance of a loan. In this session we examine the dynamics of mortgage fraud and review recent studies pointing to the significant presence of fraud in foreclosures and defaults. We review newly-developed pattern-recognition models that detect hidden fraud with uncanny accuracy—fraud only fully revealed only after investigation of the loan. We also review the results of several retrospective tests of the new models and their now-documented ability to detect fraudulent behaviors that lead to increased levels of default and foreclosure activity.