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Generates projections of default, prepayment and loss probabilities to provide a holistic view of mortgage performance by establishing relationships between borrower behavior and future interest rates and home prices.

Who needs it:

  • Mortgage Originators

  • Mortgage Servicers

  • Mortgage Default Managers

  • Risk Managers

  • Investors

  • Traders

  • Analysts

  • Government Agencies​


Why you need it:

  • Obtain probabilities for prepayment, default, and loss severity
  • Increase profitability by making accurate relative value and risk management decisions
  • Meet regulatory guidelines that require independent validation of models
  • Develop strategy for the origination of new loans
  • Make more informed buy/sell decisions on mortgage backed securities and loans

Why it's better:

  • Delivers an industry-leading competing risk model with trading quality accuracy for Agency and non-Agency securities and loans
  • Provides proven predictive models for making accurate relative value decisions and risk management
  • Designed to provide full and seamless integration with existing analytic systems used by brokers, dealers, banks, servicers, and investors
  • Offers open and flexible parameters to provide direct control
  • Meets regulations requiring independent validation of internal models used in production
  • Contains the Black Knight Home Price Index (HPI) which is the most granular HPI available in the market
  • Integrates with all major third-party analytic systems including: Intex, QRM, Bancware, Polypaths, MIAC, Compass, Riskspan and ZM Financial
  • Includes experienced support desk to assist with model implementation, use, and interpretation during trial and subscription

How to get it:

  • Application Programming Interface (API)
  • Third-party systems:
    • Trading Systems – PolyPaths, Intex Desktop, Riskspan
    • Asset Liability Management and Servicing Systems – QRM, MIAC, Compass Analytics, ZM Financial, Bancware, SRI, PolyPaths
    • CMO Cash flow engines – Intex, Moody’s

Free trials with complete access are available with your preferred third-party vendor or stand-alone application. 

Contact us today at 866.964.8343​​​​

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