Context:

• Automation of model to project the future cash flow from any particular deal

Approach:

• Pulling the RMBS information from 1010data
• Historical loan performance analysis. Like changing trends of FICO, LTV,CLTV, DSCR, defaults, losses and prepayments and impact of these changes on valuation
• Making projection for future default, prepayment and losses
• Building financial model around historical and future projection of prepayment, default and losses
• Calculation of future cash flows and assessing various risk involved in investment decision
• Calculation possible investment return in various interest rate, default risk scenarios
• MIS reporting and investment decision Support

Result:

• Arriving at the expected unpaid balance and cash flow from the pool
• Support to investment Decision