HOW ARE VECTORS™ ANALYTICS USED?
- • Investors, originators, servicers, and dealers of RMBS can fully understand the prepayment and credit risk of their loans and securities.
- • Banks, insurance companies, and credit unions more accurately forecast the impact that their MBS and ABS holdings will have on net interest margin in their ALM function.
- • Banks, insurance companies and hedge funds ensure that both current and future holdings are fairly valued using a market-accepted model in their portfolio management operation.
- • Wall Street and regional broker dealers increase profitability and enable buyers and sellers to use a common market standard model.
The tools you need to reveal the value and manage the risk of your portfolio.
MBS & ABS Prepayment Model, Custom Prepayment Model
Manage interest-rate risk by forecasting the sensitivity of MBS and ABS prepayments to various factors such as home prices, interest rates, loan age, burnout, turnover and seasonality.
LoanDynamics™ Model, HPI Generator, Implied Default Model
Building on the output provided by our prepayment models, our credit models provide the forecasts you need to understand the delinquency, default and loss probabilities inherent in non-agency mortgages.
OAS Subroutine, IR Process, RiskProfiler™
Make better hedging, valuation and risk management decisions by seeing how your position will behave under different yield curve, volatility and home price scenarios.
