Multifamily MBS

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TOOLS TO MANAGE THE RISK IN YOUR MULTIFAMILY MBS

Mortgage debt on multifamily residences now exceeds $1.6 trillion. As a result of the size of this market, our asset coverage includes a dedicated focus on the multifamily sector. Borrowing on the modeling innovations and expertise that have made AD&Co a leader in single family mortgage models, we have introduced new solutions designed to analyze multifamily collateral and securities.
 

Our products can help you:

  • Produce multifamily forecasts that react dynamically to changes in economic forecasts

  • Accurately forecast prepayments and defaults that can be used in the pricing, valuation, and risk assessment of multifamily loans and securities

  • Assess values at both the bond and portfolio level

  • Stress test holdings

Tools you can use

LoanDynamics logoMultifamily LoanDynamics (LDM) is our loan-level model designed to help multifamily investors, servicers, issuers, and lenders evaluate and quantify the prepayment and credit risk of their multifamily mortgage assets. The model forecasts a monthly vector of prepayment speeds that can be separated into voluntary and involuntary components. These vectors can be used in cash flow projections, bond pricing and valuation, asset and liability management, and hedging.

RiskValDynamics logoMultifamily RiskValDynamics is our model that allows users to analyze agency mortgage-backed securities backed by apartment-building loans, using an option-adjusted framework. It combines our MacroDynamics interest rate and multi-family home prices models, deal data, structure and cash flows (from Intex) and our LoanDynamics model, to produce a solution similar to that developed for residential loans and residential mortgage-backed securities.

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

MARS is our web-based system that generates on-demand performance reports to offer objective views of actual vs. forecasted results. Users can visualize historical model performance across a variety of dimensions.