Valuation and Analytics

• Performing and non-performing
• Fixed, ARM, hybrid ARM, negam, HELOC
• Monthly loan-level cash flows including prepayments and delinquencies
• Sensitivity and stress analysis for all risk factors
• Integrates leading credit & prepayment models including Loan Performance and AFT
• Interfaces to proprietary home price, credit, prepay and interest rate models

User Interface

• Web-based
• Portfolio analysis tools
• Collateral stratification using loan attributes
• Price/Yield table with risk measures such as duration, convexity, WAL
• Loan modification analysis