Mortgage Servicing Rights Valuation – Input Assumption & Shocks [White Paper]
This April 2023 white paper provides insight into the valuation of mortgage servicing rights (MSRs) and the key assumptions used to value them.
Residential MSRs
FFIEC Training [PowerPoint]
On June 27, 2023, we led a training for the FFIEC on trends in the mortgage banking marketplace, pipeline risk management, and mortgage servicing rights.
COVID-19 Medical Advances and Economic Recovery Timeline
Released May 2020 Introduction This white paper, along with its predecessor, released last month, attempts to build an economic recovery timeline based upon medical initiatives currently underway to combat the […]
Mortgage Servicing Marketplace in the Face of COVID-19
Released April 2020 INTRODUCTION COVID presented two challenges to mortgage servicing rights valuation experts in the early months of 2020. First, how to properly incorporate the potential credit and prepayment […]
Community Bank Leverage Ratio and the MPF Program: Coronavirus Update
Released April 2020 introduction The Community Bank Leverage Ratio (“CBLR”) final rule was recently adopted by the federal banking agencies and became effective on January 1, 2020. The rule is […]
The FHLBank MPF® Program and Credit Enhancement
Released March 2020 introduction This white paper is an excerpt from our Accounting and Regulatory Guidance for the MPF® program, April 2020, Version 11. It focuses on the required accounting […]
Community Bank Leverage Ratio and the MPF Program
Released March 2020 introduction The Community Bank Leverage Ratio (“CBLR”) final rule was recently adopted by the federal banking agencies and became effective on January 1, 2020. The rule is […]
Community Bank Leverage Ratio Finalized
Released September 2019 introduction On September 17, 2019, the three federal banking agencies issued the final Regulatory Capital Rule: Capital Simplification for Qualifying Community Banking. The rule provides for the […]
Accounting for Sales of Seasoned Loans [White Paper]
Released May 2011 introduction Accounting for the transfer of loans where the consideration received includes an interest only strip can be extremely complex. Did the transfer meet the requirements of […]
Guide to Reporting Under BASEL III for FHLB MPF Program Participants [Resource]
A guide to help you complete your regulatory call report risk-based capital schedule under Basel III. The BASEL III capital rules became effective with the March 2015 regulatory call report […]