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Analyze, evaluate, benchmark, report securities portfolios, using web-based business intelligence tools and access
to the largest loan-level securities database.
Data Types:
•MBS (non-agency prime jumbo securities)
•Alt-A (securities with alternative underwriting standards)
•BC (subprime, nonprime, reperforming, scratch-and-dent, etc.) |
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| Evaluate mortgage portfolio performance, analyze delinquency, prepayment, and default risk, benchmark against markets, using web-based tools and largest mortgage databases.
Data Types:
•Prime (1st lien mortgages from lenders and agencies)
•Subprime (1st and junior lien mortgages from lenders) |
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| Create true servicer performance benchmarks—relative to customized peer groups—using proprietary risk-adjusted methodology, granular loan-level data, and consistently applied metrics.
Data Types:
•Prime (38 million prime mortgages)
•Subprime (94.3 million B & C mortgages)
•HELOC/Seconds (8.2 million HELOC
and second liens) |
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| Evaluate portfolio performance for both open- and closed-end home equity loans, analyze delinquency and default risk, benchmark against markets, using web-based business intelligence tools.
Data Type:
•HELOC/Seconds (More than 8 million HELOC and second liens from the nation’s top HELOC/Seconds
Lenders) |
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| Identify and analyze real estate
risk using LoanPerformance HPI’s comprehensive home price indices (7300+ zips,
950+ CBSAs), TrueStanding’s online data-manipulation tools, and standard or custom reports.
Data Type:
•Home Price Indices (30+ years of repeat sales transaction HPIs, tiered by price available by region and updated monthly) |
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