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VectorsTM Product Suite

VectorsTM Our Prepayment & Valuation Models Suite consists of sophisticated, universally accepted proprietary models that provide prepayment forecasting and OAS engines for Mortgage and Asset-backed securities. These tools are widely used by mortgage servicers and pipeline managers, asset-liability and risk managers, hedge fund and asset managers, and Wall Street and regional dealers to control risk associated with the origination and investment of assets in the pass-through and structured markets.

Prepayment Models
  MBS Prepayment Model
  ABS Prepayment Model
  Custom Prepayment Model

Credit Models
  LoanDynamics™ Model
  HPI Generator
  Implied Default Model

Valuation Models/OAS Routines

OAS Spreadsheet (Excel)

  OAS Subroutines
 

RiskProfiler™

 

IR Process

 




Business Partners

Mortgage Banking: Pipeline & Servicing, Hedging & Valuation

 

Banking: Asset Liability Management

 

Insurance: Asset Liability Management

 

Enterprise-wide Risk Management

 

MBS/ABS-Focused Analytics

 

Complete List of Business Partners