Mortgage bankers use AFT models in origination and servicing applications to accurately price, hedge and account for their mortgage portfolios.

Specific needs:

  • A model that correlates accurate speed projections with interest rate forecasts
  • A model that is easy to use
  • A model that is fully integrated into servicing valuation systems
  • A model that prevents prepayment surprises
  • A model that allows for more accurate hedging and valuations of mortgage-servicing right portfolios
  • A model that is stable
  • A model with complete access to parameters (not a black box)
  • A model that is the foundation for accurate OAS-based calculations

Servicers use our model with these Strategic Alliance partners:

MIAC
QRM
Hanover/Busch
Bloomberg
McDash