Oct. 19–Nov. 6, 2020
This comprehensive set of learning modules led by senior risk leaders at mortgage-specializing institutions. Topics include elements of risk governance, mortgage credit risk management, operational risk management for mortgage lending, secondary marketing risk management and mortgage risk analytics, among other key risk topics.
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How risk managers are adapting.
The pandemic has How have risk managers adapted to this new world where public safety issues drive economic and financial outcomes?
Sridhar "Subra" Subramanian, Head of US Consumer Risk, BMO Harris Bank will discuss with Professor Cliff Rossi the challenges associated with developing reasonable scenarios for stress testing bank portfolios during unprecedented times, data issues and key assumptions that go into building robust scenario analysis.
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In lieu of our traditional annual Mortgage Risk Summit, please join us for the first of three digital events, all featuring key speakers and industry leaders from the MRS itself.
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Join Stefano Giglio as he proposes and implements a procedure to dynamically hedge climate change risk. The resulting hedge portfolios outperform alternative hedging strategies based primarily on industry tilts. Stefano will conclude his discussion and explore directions for future research on financial approaches to managing climate risk.
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Stefano Giglio, Yale School of Management
Read Professor Giglio’s research co-authored by Nobel Laureate Robert Engle before the event.
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We find that stocks of firms with higher total CO2 emissions (and changes in emissions) earn higher returns, after controlling for size, book-to-market, momentum, and other factors that predict returns. We cannot explain this carbon premium through differences in unexpected profitability or other known risk factors. Overall, our results are consistent with an interpretation that investors are already demanding compensation for their exposure to carbon emission risk. Join Patrick Bolton and Marcin Kacperczyk as they discuss carbon risk and if investors care.
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David Hirshleifer, Distinguished Professor of Finance, Merage Chair in Business Growth, UC Irvine
Join the CFP and UBS where Russ Wermers and David Hirshleifer discuss social transmission bias in economics and finance and how it affects social processes shaping economic thinking and behavior. David uses “fables” (models) to illustrate the novelty and scope of the transmission bias approach, and offers several emergent themes which can help explain booms, bubbles, return anomalies, and swings in economic sentiment.
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Where the data gaps that present risks to financial markets and the economy lie.
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Annual conference with the Federal Reserve Board
The Federal Reserve Board and Center for Financial Policy to host the third annual conference on short-term funding markets in Washington, D.C.
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Our annual conference with the SEC’s Division of Risk and Economic Analysis
Thursday, September 17, 2020 | 1 p.m.–5:15 p.m.
Friday, September 18, 2020 | 10 a.m.–3 p.m.
This event will be held online.
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Considerable meteorological research suggests that the frequency and intensity of North Atlantic hurricanes are on the rise. The focus of this presentation is to assist attendees to better understand the specific impacts of hurricane intensity and frequency on mortgage default.
Clifford Rossi, executive-in-residence and professor of the practice at Maryland Smith, will be moderating the CRO panel on hurricane risk.
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