Agency MBS

Talk to us to find out which product best meets your needs

Our innovative analytical solutions allow you to manage interest rate and credit risk in your mortgage portfolio by forecasting prepayment, delinquency, default and loss probabilities. Forecasts can be updated using changing economic and market data such as home prices and interest rates. Models can also be altered to meet the needs of a specific portfolio.



Tools you can use

LoanDynamics logoAgency LDM is designed to evaluate and quantify the credit risk in mortgage assets. It can be used for cash flow projections, bond pricing/valuation, and asset/liability management and hedging. Agency LDM is best for Agency pools, Credit-Transfer Rate (CTR) deals with formulaic severity, Collateralized Mortgage Obligations (CMOs) and TBAs.

Agency LDM+ is a model that evaluates agency collateral and whole loans. It considers the life of loans with foreclosure timelines and severity models. It is the best LDM option for CRT deals with actual severity and whole loans.

LoanKinetics logoLoanKinetics is our proprietary residential whole loan analytical application that allows users to evaluate legacy and new residential loans for credit performance, valuation, loan loss analysis/attribution and stress testing.

RiskProfiler logoRiskProfiler is our comprehensive valuation solution that integrates our LoanDynamics (LDM) Model and OAS Subroutine into a single, flexible platform. It offers built-in reporting and parallel and distributed (cluster) computing, as well as a database in which to store positions and past performance.

Insights that can help you
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Mortgage Analysis and Reporting System (MARS)

MARS is our web-based reporting system that provides an objective view of actual vs. forecasted results on an on-demand basis. Users can specify the product by vintage and analysis period, coupon bucket or as-of date to generate user-defined displays of how the model is performing versus actual speeds.

Monthly Trend Reports

Our monthly Agency LoanDynamics model trend reports compare actual historical and model conditional prepayment rates (CPR) for various collateral types with different vintages. Both actual and model-based prepayments are weighted by current pool balance and provide one, three, six- and twelve-month averages.