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Mortgage Default Index, 2019 Q130 July 2019 - By Jonathan B. Glowacki and Judith-Anne Lesko - Article

Quarterly publication will evaluate default risk of U.S. mortgages delivered to Freddie Mac, Fannie Mae, and Ginnie Mae.

The potential impact of recession on credit risk transfer exposures19 March 2019 - By Edem Togbey and Jonathan B. Glowacki - Article

Using Milliman’s proprietary M-PIRe platform, this article reviews the potential impact of a mild recession on portfolios of investors involved in mortgage credit risk transactions.

M-PIRe housing market insights: A tale of two metros27 November 2018 - By Jonathan B. Glowacki - Article

What is the current state of housing markets and what are some possible future trends?

Credit risk transfer: Investment comparison07 August 2017 - By Rehan Siddique and Jonathan B. Glowacki - Article

As the market for credit risk transfer transactions continues to grow and diversify, investors should continue to look to them as valuable parts of their portfolios and consider them as one way to participate in the mortgage market.

Effective model validation using machine learning17 May 2017 - By Jonathan B. Glowacki and Martin Reichhoff - Article

Machine-learning techniques have the potential to help improve business processes, better manage risk, and advance research, but these techniques are not without their own potential risks.

Enhanced vision03 May 2017 - By Jonathan B. Glowacki and Makho Mashoba - Article

Predictive analytics can be applied to many techniques and tools to increase efficiencies within the mortgage industry.

Lender CRT with the GSEs: A closer look07 April 2017 - By Madeline Johnson and Jonathan B. Glowacki - Article

This article provides an overview of lender credit risk transfer (CRT) and uses public information to demonstrate the expected premium and loss rates for a potential lender CRT transaction.

The trillion-dollar marketplace04 May 2016 - By Jonathan B. Glowacki - Article

It is likely that credit risk sharing transactions on mortgages will increase in frequency, diversity, and volume as government-sponsored enterprises’ capital is mandated to decrease over the next several years.

A primer on lifetime of loss reserving: Preparing for FASB30 April 2014 - By Eric J. Wunder and Jonathan B. Glowacki - Article

Estimating credit losses—including losses on loan repurchases—for the lifetime of a loan.

Using data to manage repurchase risk and loan quality23 April 2014 - By Edem Togbey and Jonathan B. Glowacki - Article

How can predictive analytics be used to identify and correct defects before closing?


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