Analyzing the unique modeling requirements of Mortgage-Backed Securities (MBS) has never been easier. When it comes to future-proof valuation and risk analytics, FINCAD is the industry standard.
Model MBS portfolios with consistency and precision.
FINCAD's F3 platform gives you a complete MBS modeling framework by combining Products, Models and Valuation Methods. You can quickly overcome the complexity of MBS modeling by applying consistent curves across every asset in your portfolio. Combine that with F3’s detailed view of risk, and now you’re set to significantly decrease blind spots and reduce the hidden drains on P&L.
MBS Modeling Framework
A product can be a security, like a bond, or a derivative instrument, like an MBS.
The model manages the market data to which parameters and curves are calibrated.
For every product and model, different choices determine which calculations are carried out.
FINCAD provides you with optimum MBS coverage by integrating with leading data providers, Intex and Andrew Davidson & Co.