Mortgage Servicing Rights Analytics:
MSR Models

CompassPoint™ offers loan level valuation and loan level adjustors for greater granularity.

• Investor Float and Advance Model
  • P&I, Prepayment Float # of Days and Rate
  • Advance Flag and # Days by Delinquency Foreclosure Status
  • Loan Level Static and Time-Based Adjustors
• Tiered Servicing Fee Discount Model
  • Multiple Servicing Field Tiers Allow Separate Discount Rates
  • Loan Level Static and Time Based Adjustors
• Servicing Cost
  • Base Servicing Cost
  • Cost Growth
  • Loan Level Static and Time Based Adjustors
• Ancillary Income
  • Per Loan/Per Year Ancillary Fee
  • Ancillary Growth Rate
  • Loan Level Static and Time Based Adjustors
• Prepayment Models
  • Static CPR
  • 3-Factor Model (Age, Seasonality, In the Money) w/Curve Shifters
  • ADCO and AFT Prepayment Models (Licensed Separately)
  • Bloomberg Median PSA’s
  • Loan Level Static and Time Based Adjustors
• Delinquency/Foreclosure Model
  • Static or Vector Delinquency (15, 30, 60, 90 and 120 days)
  • Static or Vector Bankruptcy and Foreclosure Rates
  • User Defined % Late Fees Collected and Late Fee ($ or %) Method
  • Foreclosure Months
  • Additional Servicing Cost by Delinquency, Bankruptcy and Foreclosure Status
  • Loan Level and Time Based Adjustors
• Escrow Model
  • Earn and Pay Rates
  • Tax and Insurance Constant Multiplier
  • Escrow Growth
  • Loan Level Static and Time Based Adjustors
• Prepayment Penalty Model
  • Months Interest Applied ($ or %)
  • By State
  • Loan Level Static and Time Based Adjustors