Use/manage multiple different valuation assumptions and separate worksets for different users. Valuation assumptions are transmittable, allowing users to tie out with brokers that are using CompassPoint. Different valuation assumptions can be used for acquisition versus hedging needs.
Leverage CompassPoint’s loan-level cash flow engine to get to the bottom of valuation changes. Test our sophisticated adjusters or assumption changes made to model with the cash flow engine before applying them to the whole portfolio.
Tap into the same MSR valuation assumptions for pricing a new lock, marking the lock throughout the underwriting process and at the time of sale/capitalization.
Define your own shocks for valuation impact analysis. Users can model rate sensitivity using static or OAS valuations. Want to model a specific rate path? Use CompassPoint’s user-defined rate shock to determine the number of steps and magnitude.
Answer any question from the CFO with our advanced scenario functionality! What happens to the MSR portfolio when delinquencies increase by 10%? What if CPRs decrease by 5%? Using our Strat Batch tool, set up multiple scenarios to run in a batch. Worried about what your MSR portfolio might look like in 3-5 years? Use CompassPoint’s recapture and forward starting loan capability to deliver detailed projections to the C-Suite.
Are MSR portfolio valuation changes causing heartburn? Leverage CompassPoint’s MSR hedge analytics, including daily P&L, attribution and shock reports, as well as key rate durations reports to help in your MSR hedging. If you are looking to outsource the hedging of your MSR portfolio, our team of experts can help hedge your portfolio and provide daily reports/updates directly to you.