As initial claims for unemployment benefits reach previously unimaginable levels, your models’ ability to forecast loan losses and servicing advances has never been more suspect.
Beyond the challenge of unprecedented unemployment, few models were designed to account for forbearance rate assumptions, including how long loans will remain in forbearance. Nor were they built with this environment’s likely cure and modification rates and foreclosure timelines in mind.
Join MBA Education and industry professionals, as we discuss Modeling Forbearance and Losses in the COVID-19 World. Leaders from the data and analytics firm, RiskSpan will teach modeling best practices when existing models are inadequate. Participants will leave with concrete examples of how to generate and apply useful assumptions based on internal analysis and reliable public sources.
| Date | Wed, May 13 12:00 am GMT-6 (America/Boise) |
| Event Time Zone | MDT |