Financial Modeling

• Proprietary Model Development
• Residual Asset Valuation Modeling
• Reverse engineering for RMBS, ABS, CMBS, CDO
• CMBS structured transactions and templates
• Student loan amortization models

Risk Management and Surveillance

• OCC 2000-16 Model Validation (source - Comptroller of the Currency)
• Stochastic cash flow models & stress analysis
• Static pool analysis
• Reg AB Assistance
• Default & Prepayment analysis
• Mortgage Servicing Rights (MSR) and servicing analysis

Model Risk Management

• Policy development
• Model validation & testing process
• Assumption review & process controls
• Thorough documentation

Reverse Mortgage Strategy Development and Consulting Support

 

• Market Entry Strategies and Tactics
• Best Execution Analysis
• Product Strategy and Planning
• Cash Flow, Valuation and Asset Performance Modeling
• Mortgage Servicing Right and Servicing Valuation Analysis
• Stress Scenario Analysis (including factors such as home price appreciation, interest rate movement mortality and mobility rates)
• Model Validation
• Due Diligence and Data Management

Market Research & Benchmarking

• Benchmarking services
• Proprietary research studies
• Market intelligence

Government Contracting Support

• GSA Schedule: Financial and Business Solutions Services
• (GS-23F-0106R)