The MBSData MBS technology platform is the leading source for mortgage backed securities performance and surveillance information. We combine our robust performance data with our cutting edge technology and enhanced analytics to create a powerful industry tool.

Our MBS platform allows market participants to monitor loan performance on their current portfolio while assisting them in identifying other buy/sell opportunities.

MBSData clients have the benefit of gaining access to monthly loan performance data before most other markets participants. MBSData is the industry’s gold standard first to market with respect to its’ monthly remittance data cycle. Our MBS platform is fully complete and updated on the 1st day of each month.

Key features include:

Deal Monitoring – The ability to monitor loan performance on over 95% of the RMBS deal universe. Deals can be viewed or selected based on collateral type, issuer or shelf.

Performance History – For any trending or comparison analysis MBSData has complete history at the deal and loan level including items such as: delinquency trends, loss statistics, modification details, roll rates and more.

Loan Valuation – Each month every property value for each loan is updated using premium home price index databases.

Loan Level Views – Users have access to loan level views for all active and non active loans in each deal. Users can also create filters to view only certain loans.

Deal Summaries – Monthly summaries and rankings on important metrics allows you to compare deals across your portfolio, different collateral types or within issuer or shelves.

Deal Analyzer – MBSData gives you the capability to view deal performance vs. peer deals by enabling you to search the deal library for comparable deals based on loan characteristics, collateral type and years of issue.

Modeling & Analytics – Deal & loan level loss projections are created using a variety of compilation tables including liquidation percentages and transition matrices. Various home price scenarios are included with loss expectations.

Deal Structures – Clients are provided monthly cusip level factor/tranche updates as
well as an aggregate table that provides the mappings of collateral/pool level cash flow
to cusips.