Traders and Risk Managers of mortgage-backed securities use the AFT model because it fulfills mission critical objectives in trading rooms with market proven models and technology.

Specific needs:

• A functional link between interest rates and prepayments.
• Reliable speed projections
• Accurate OAS-based calculations
• Model stability
• Easy integration into internal and external systems
• Complete access to modeling parameters (not a black box)
• Market-neutral securities
• Tools  that allow the user to solve for parameters that  allow the user to emulate other models (Bloomberg Consensus, Dealer Models)
• Identification of relative value
• Decision support  for accurate hedging

The following Strategic Alliance partners work with us to offer traders and risk managers robust functionality and reliable quantitative analysis:

Bloomberg
Intex
Chasen
Derivative Solutions
Murex
NewBreak
Polypaths
Theoretics
Wall Street Analytics
ZM Financial Systems