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Mortgage-Backed Securities

Take the complexity out of MBS modeling and risk analysis.

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.

Achieve consistency every time.

Create rock-solid workflows

FINCAD F3 uses a unique modular approach to design MBS Analytics, giving you a consistent and flexible modeling framework and set of assumptions for all the assets in your portfolio.

Hedge with precision

Perform accurate hedging across your entire derivatives and MBS portfolio with precise risk sensitivities.

Generate relevant reports

Arm your portfolio managers, traders and risk managers with a consistent set of valuation and risk reports, all driven from a single set of underlying data.

Dive deeper

Be prepared for any situation with accurate scenario analysis generated from a consistent set of models and curves.

You're covered

FINCAD provides you with optimum MBS coverage by integrating with leading data providers, Intex and Andrew Davidson & Co.

Explore resources

Mortgage-Backed Securities (MBS) eBook
MBS Best Practices for Multi-Asset Strategies
Blog post
MBS Modeling 101
Blog post
Building an Effective MBS Analytics Framework for Valuation and Risk
Blog post
The Prepayment Paradox
Blog post
Is MBS Investing Picking up Steam?

Simplify MBS modeling with the most flexible risk analytics platform.