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



