Mortgage-Backed Securities

Take the guesswork out of MBS modeling and risk analysis.
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Model and analyze MBS portfolios with consistency and precision.

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.

FINCAD 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 FINCAD'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

Product

A product can be a security, like a bond, or a derivative instrument, like an MBS.

Model

The model manages the market data to which parameters and curves are calibrated.

Method

For every product and model, different choices determine which calculations are carried out.

CREATE CONSISTENT WORKFLOWS

FINCAD's unique modular design approach to MBS analytics gives you a consistent and flexible modeling framework with multiple sets 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.

 

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Explore MBS Resources

eBook
Mortgage-Backed Securities (MBS) eBook
Mortgage-Backed Securities (MBS) eBook
Webinar
MBS Best Practices for Multi-Asset Strategies
MBS Best Practices for Multi-Asset Strategies