PoolKinetics

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ASSESS PAY-UPS FOR SPECIFIED POOLS

PoolKinetics (PoolK) is our new modular offering on the Kinetics platform. It evaluates specified agency MBS pools’ pay-ups by assessing their values relative to TBAs. Available outputs include both a “theoretical” pay-up, calculated as the value difference between a pool and a matching TBA based on the same option-adjusted spread (OAS), and a “practical” pay-up, which reflects a limited, user-defined, holding horizon.

Similar to other offerings on the Kinetics platform, PoolK can produce valuations sensitivities in numerous risk dimensions: interest rates, home-price appreciation, and borrower behavioral uncertainties (LoanDynamics Model scales and slides).

 

Features and Capabilities
Robust Functionalities

PoolKinetics is powered by our RiskValDynamics model and allows the user to create and manage multiple analyses.

Core Asset Coverage

  • Agency MBS pools
  • TBAs

Delivery

PoolKinetics is available directly from AD&Co and can be delivered in multiple ways:

  • Desktop application (per custom request)
  • On-premises intranet deployment or private cloud
  • REST API for integration with proprietary systems

For questions on optimal system usage and integrations, please contact us.