Selected Work
Publications, talks, and press, 1999–present.
Publications
- 2010 — Predicting Agency Prepayments in the Current Market Environment: Why Yesterday’s Predictive Models Won’t Hold Water Today. Journal of Structured Finance, Vol. 16, with Jonathon Weiner and Wesley Winter.
- Sep/Oct 2006 — Improving the Investor’s Perspective on Credit Risk: Non-Agency Investors and the Secondary Market. The Bottom Line (Clayton Holdings).
- Sep 2005 — The Competing Risks Framework for Mortgages: Modeling the Interaction of Prepayment and Default. The RMA Journal, pp. 54–59, with Arden Hall.
- 2004 — Assessing the Probability of Bankruptcy. Review of Accounting Studies 9(1): 5–34, with Stephen A. Hillegeist, Elizabeth K. Keating, and Donald P. Cram.
- 1999 — The Influence of Non-Option-Related Variables Upon Corporate Default and Residential Mortgage Termination. PhD dissertation, Haas School of Business, UC Berkeley.
- 1999 — Loan Level Termination of Conforming and Non-Conforming Mortgages. Haas School of Business working paper, UC Berkeley (drawn from the dissertation).
Speaking
- 2015–present — Executive Roundtable for Mortgage Finance.
Organizing Committee; recurring moderator / panelist. - 2017 — MBA Technology Solutions Conference (TECH17), Chicago. Panelist.
- 2016 — AmeriCatalyst, Austin. Speaker (2 sessions).
- 2015 — AmeriCatalyst, Austin. Speaker.
- 2014 — AmeriCatalyst, Austin. Speaker (2 sessions).
- Oct 2013 — CIO Forum, DC. Speaker.
- Sep 2013 — AmeriCatalyst, Austin. Speaker.
- Aug 2013 — Radian Board of Directors panel, Philadelphia.
- May 2013 — HPC Annual Meeting (Financial Services Roundtable), DC. Speaker.
- Apr 2013 — IMN Single Family Forum, Miami. Panelist / moderator.
- Apr 2013 — Attorney-Trustee Forum. Speaker.
- Mar 2013 — CBA LIVE, Phoenix. Speaker (multi-session).
- Sep 2012 — AmeriCatalyst, Austin. Speaker.
- Mar 2012 — CBA LIVE, Austin. Speaker.
- Jan 2012 — ASF, Las Vegas. Speaker.
- 2011–2012 — CNBC (Diana Olick), recurring source on HPI data.
- Dec 2011 — CNBC, DC studio.
- Nov 2011 — AmeriCatalyst, Austin. Speaker.
- Jun 2011 — CBS Evening News.
- Feb 2011 — Fox Business.
- Dec 2010 — Fox Business.
- Oct 2010 — MBA Annual Convention, Atlanta. Speaker.
- Sep 2010 — AmeriCatalyst, Austin. Speaker.
- Jul 2010 — Fox Business.
- May 2010 — Five Star DARE Conference, DC. Speaker.
- Feb 2010 — MBA Servicing Conference, San Diego. Panelist.
- Oct 2009 — IMN ABS East, Hollywood FL. Moderator.
- Aug 2009 — Inman Real Estate Connect, SF. Speaker.
- Feb 2009 — MBA Servicing Conference. Panelist.
- 2008 — CMBA Western States Loan Servicing Conference. Speaker / moderator.
- Jun 2005 — Andrew Davidson “Mortgage Market Mosaic,” SF / NYC. Panelist.
- May 2004 — OCC Conference on Credit Rating and Scoring Models. Speaker.
- 2003–2007 — GARP SF chapter, recurring presenter.
- Mar 2000 — LoanPerformance User Conference, Ojai CA. Speaker.
Press
- Dec 2011 — American Banker, Average Foreclosure Processing Time Sets Record. Quoted on judicial vs. non-judicial foreclosure timelines.
- Dec 2011 — CNBC (Diana Olick), Average Foreclosure Time Sets New Record. Same topic, foreclosure-pipeline data.
- Jun 2011 — CBS News, What happens when you stop paying your mortgage. Shadow inventory of unlisted distressed mortgages.