AFT's Dynamic Aggregator allows users to analyze loan portfolio for historical and projected prepayment performance. Clients can also analyze performance relative to the AFT prepayment model and historical prepayments of agency collaterol.

Dynamic Aggregator allows users to create cohorts (groups of loans with similar characteristics) or synthetic pools for the purpose of analyzing its actual prepayment history versus the model or agency history for loan portfolios. The synthetic pools can be structured as buckets based on any field in the Dynamic Aggregator database.

Clients can define bin width for each field and create prepayment projections based on user-defined rate scenario.


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