Accurately predicting your fallout behavior is critical to achieving optimal hedge performance. MarketShield provides comprehensive fallout analysis and client-specific reports based on those elements important to your business. MarketShield’s fallout projection overlays historical market behavior to your pipeline’s sensitivity to market movement. This analysis provides you with a more accurate picture of your pipeline’s interest rate sensitivity.
Effective hedging begins with the accurate measurement of the price’s sensitivities of the underlying assets and hedges. MarketShield’s option-adjusted spread (OAS) analytics enables capital market risk professionals to accurately measure the anticipated price sensitivities of their pipeline. Once value at risk is accurately measured, risk managers have the information they need to place a hedge.
Mortgage Servicing Rights (MSR) and Servicing Released Premium (SRP) valuations can be user-defined, investor defined or calculated using MIAC’s industry-leading WinOAS™ MSR cash flow valuation model. MSR, SRP, and excess servicing values can be held at the base shock or recalculated during the rate shock process, allowing MSR exposure to be incorporated into the overall hedge strategy for optimum results.
MIAC can provide you with Secondary Market tools through its pipeline hedging solutions.
Prices pools and formulates bids based on their actual executions. Detects data errors in Seller tapes and prevents over/under bidding. Manages Sellers and delivery fees under one framework.
Performs best execution between bid tapes, AOT/DT, cash/ratesheet, MBS execution when selling loans. FNMA and FHLMC Integration.
Produces pricing tied directly to your MBS, cash or mandatory executions. Generates data feeds for any product pricing engine or rate sheet template.
Time saving automation replaces a manual process that took hours or days to complete loan slotting. Maximizes the benefit of specified pay ups and minimizes the price hit for high balance loans.