PerformaNce Analytics

We offer guidance, testing and analytics for loan and security performance and valuation.


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Analytical Model Development

Using our vast data warehouse, we develop and test behavioral models to predict all facets of loan performance. We track almost 3,000 PL-MBS deals and millions of loans.

A balanced approach

We combine loan performance risk analysis with advanced statistical modeling techniques. Our focus includes a balance of loan decisioning, performance monitoring and management of portfolio-level assets. This leads to RMBS securities and loan analysis that includes interest rates, prepayment and mortgage credit risk.

Our work typically includes assets such as:

  • Agency RMBS
  • Non-Agency RMBS
  • Prime
  • Alt-A
  • Subprime
  • Option-Arms
  • Negam

Services typically focus on risk exposure problems such as:

  • Loan underwriting decisioning
  • Scorecards
  • Loan loss exposure
  • Repurchase risk exposure
  • Loss mitigation
  • Portfolio analysis