ASSESS THE VALUE AND INHERENT CREDIT RISK IN YOUR LOANS
LoanKinetics is our multi-functional whole loan application that evaluates legacy and newly originated residential mortgage loans and is now available under the Kinetics umbrella. It can be used to project credit performance, assess value (using multiple approaches), and perform loan loss analysis for reserving and understanding attribution. LoanKinetics also has embedded functionality to perform CCAR stress testing as well as user-defined scenario analysis.
The application leverages the power of multiple AD&Co models including LoanDynamics, our behavioral prepayment and credit model, and RiskValDynamics, our scenario analysis and valuation tool that incorporates our proprietary MacroDynamics models – all tools used by some of largest and most sophisticated players in the global mortgage market.
LoanKinetics can be seamlessly integrated into a proprietary or third-party vendor system. It includes a simple, yet dynamic and flexible Excel interface with illustrative reports for ad hoc analysis and users can also run the application in batch mode using scripts. Alternatively, it can be deployed as a cloud-based instance, installed on multiple servers or accessed through your local intranet.
Product users are provided with user guides and a variety of publications that report on model updates, technology developments and related market issues.
Features and Capabilities
LoanKinetics in Action