Secondary Market Risk Solutions

MIAC provides secondary market risk advisory and analytical infrastructure supporting pricing, hedge alignment, and execution analysis for mortgage capital markets teams.

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Market Experience and Analytical Focus

For more than 25 years, MIAC has supported secondary market participants navigating evolving market conditions, regulatory expectations, and execution complexity.

MIAC’s Secondary Market Risk Solutions are grounded in:

  • Best practice analytical methods
  • Behavioral models incorporating Spec Pool and nonQM risk metrics
  • Market data-driven and proven results
  • Repeatable, auditable processes

Secondary Market Risk Capabilities

In 2024 and 2025, MIAC valued over $8 trillion in Non-QM and Jumbo mortgages. That market experience informs our modeling approach, pricing analysis, and hedge calibration framework.

MIAC supports secondary marketing desks with modeling, execution analytics, and hedge oversight developed through decades of market participation and analytical research.

MIAC capabilities include:

  • Non-QM and non-agency pricing analysis
  • Trade management, risk monitoring, and reporting
  • Spec pool pay-up modeling and execution analysis
  • Pipeline fallout modeling and hedge calibration
  • Price setting and ratesheet generation

SOFTWARE SUITE FORSecondary Market Risk

MIAC’s analytical systems support consistent pricing, structured hedge alignment, and execution oversight across secondary marketing workflows.

MarketShield®

MarketShield® is the analytical core of MIAC’s Secondary Solutions Group. It integrates pipeline hedge advisory modeling, loan-level pricing, Spec Pool valuation, and execution oversight within a structured secondary market risk framework.

Designed for secondary marketing desks, MarketShield® supports consistent, defensible pricing and hedge alignment across market environments.

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Buy-Side
Trading Solution

Automates correspondent bid tape pricing and generates loan pool bids aligned with available investor executions.

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Sell-Side
Trading Solution

Compares investor bids, agency executions, and MBS alternatives to support best-execution decisions.

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Pool Optimization
Tool

MOJO™ evaluates pooling combinations to capture Spec Pool pay-ups and improve overall pool-level execution.

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Rate Sheet
Generation

Generates loan pricing tied directly to market executions including MBS, cash investors, and securitization alternatives.

View RateSheet Generator