CompassPoint’s™ MSR Analytics leverages CompassPoint™’s data mapping tools to enable seamless mapping, audit and import of portfolio loan data on a loan-level basis. Analysts can utilize multiple assumption sets to value portfolios on a loan or aggregate level, using static or OAS valuations. The analytics provide loan-level adjustors to all valuation models and include integration to industry standard prepayment models. CompassPoint™ provides robust and cheap generic kamagra flexible reporting on all portfolio and results variables and reports can be run ad-hoc or in batch on an unattended basis. Reports can be printed, emailed or exported into Excel. The MSR Analytics are available on a licensed and hosted basis.
Mortgage Servicers
CompassPoint™ is an open-ended valuation model which allows users extensive analytical capability:
- Use of Multiple Assumption Sets
- Ability to Create Separate Worksets
- Flexible Grouping By Collateral or Portfolio Subsets
- Sharable MSR Models
- Transmittable Assumption Sets so the User can Tie out with Brokers Using CompassPoint
- Ability to Copy/Paste MSR Models
- Multiple Assumption Sets for Buying/Selling of Loans
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 cheap kamagra pills # 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
CompassPoint™ provides the following capabilities in modeling rate shocks:
- User-Defined Rate Shock Magnitude and Number of Steps
- TBA OAS Duration/Convexity:
- User-Defined # of Paths
- Mean Reversion
- Constant or Dynamic OAS
- Agency/Coupon OAS Reporting
- Structured and Whole Loan Cash Flow Duration, Convexity
- Observed Cash Pricing Duration, Convexity
- Dynamic Convexity Overlay
- Note Rate Spreads
- Agency AOT Par Rate Adjustors
- Preformatted CPR, Attribution, KRD and Enterprise Reports
- User can set up as a Scheduled Batch Process
- Ability to Create Customized Reports