LoanKinetics (LK) is our proprietary application that evaluates the inherent risk, value and performance of a whole loan, relative to other loans. Built on our LoanDynamics and MacroDynamics models, it can also perform traditional stochastic and user-defined scenario analyses. LoanKinetics provides a credit analysis to determine loan profile rankings, expected loss and tail risk, and ALLL (the Allowance for Loan and Lease Losses). It also supports mortgage insurance analysis by helping to size initial premiums, or test the value and adequacy of existing premiums. LoanKinetics users benefit from access to full documentation on our analytics and models, including regular assessments on model performance, as well as our Model Updates and Pipeline articles where we report on model adjustments.
LoanKinetics is available directly from AD&Co.