Mortgage Bankers:
Coverage Models (Modeling Unclosed Collateral)

CompassPoint™ models expected closing or pullthrough of unclosed collateral in the following manner:

• Pullthrough, Option Delta, Cover Factor calculated on each loan for each point of defined rate shock.
• Option Greeks
• Multi-Dimensional Fallout/Pullthrough Models Including ITM Consideration
• Ability to Incorporate Stochastics
• Detail Trace on Calculations
• Historical Fallout Analysis
• Originator Hedge Cost and Profitability