Portfolio Analytics

Our process includes an assessment of the collateral and structural nuances of each portfolio asset. An evaluation of the current market and outlook, and an investigation of potential credit risk. The process combines fundamental collateral analysis with a technical evaluation of market inputs, providing an exhaustive valuation.

Most importantly, we build separate projections for each of the underlying assumptions, including:

  • Defaults
  • Loss severity
  • Prepayments
  • Other cash flow model inputs

Collectively, these assumptions are used as inputs into the structured product or whole loan models to determine expected cash flows for each asset.


  • Mark to Market Analysis
  • Cash Flow Modeling
  • Buy/Sell side representation in purchasing or selling of loans and MSR assets
  • Bulk, Flow, Mandatory, Best Efforts, AOT & Co-Issue analysis of mortgage servicing rights