New Issue Analytics & Pricing
Compute spreads across all bonds in the CRT Universe in seconds. Run customized scenarios through 500+ Monte Carlo path simulations, and receive quickly real time actionable calculations on prepayments, hpa paths, defaults, losses and more.
Slice & dice collateral with a powerful web-based toolAggregate loan level data by any dimensions to get insights across hundreds of characteristics such as LTVs, DTIs, and coupons across millions of loans, and quickly gain an understanding of how your collateral compare to the universe.
High powered Monte Carlo analysisRun complex model simulations with our lightning fast modeling framework. Quickly iterate on research ideas and receive immediate pricing and risk outputs.
Explore Prepayment and HPA ModelsBuild your own model, or use any preexisting models on our system. Easily customize inputs, and detect insights through exploring model parameters.
Build Portfolios to compare bonds and scenariosProbe sensitivities to different shocks through running 1,000+ scenarios, and break down results across bonds with similar collateral.
S-Curve AnalysisAnalyze and compare historical prepayment drivers on collateral for any bond in the universe.