CompassPoint™ MSR

MSR Analytics

CompassPoint™ MSR Analytics leverages the CompassPoint™ data mapping tools to enable seamless mapping, audit and import of portfolio loan data on a loan-level basis.  Our MSR Analytics also provides loan-level adjusters to all valuation models, includes integration to industry standard prepayment models, and provides accurate and exportable reporting. 

MSR Valuations & Assumptions

Users can use/manage multiple different Assumption Sets and separate worksets for different users. Assumption sets are transmittable allowing Users to tie out with Brokers using CompassPoint. Different Assumption Sets can be used for Acquisitions vs Hedging.

Loan Level Cash Flows

Use CompassPoint’s Loan Level Cash Flow engine to get to the bottom of valuation changes. Test our Adjusters or Assumption changes made to model with the Cash Flow engine before applying to whole portfolio.

Synergies with Pipeline

Tap into the same MSR Valuations Assumptions for pricing a New Lock, marking the lock throughout the underwriting process, and at the time of Sale/Capitilization.

Rate Shock Modeling

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.

Scenario Analysis

Using our Scenario functionality be able to answer any question from the CFO! What happens to the MSR portfolio when delinquencies increase by 10%? If CPRs decrease by 5%? Using our Strat Batch tool, set up multiple scenarios to be ran 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.

MSR Hedge Analytics

Are MSR portfolio valuation changes creating heartburn? Use CompassPoint’s MSR Hedge Analytics including Daily P&L Attribution Reports, Shock Reports and Key Rate Durations Reports to help in your MSR Hedging. If you are looking to outsource the hedging of the MSR Portfolio, The experts at Compass Analytics can hedge your MSR Portfolio and provide daily reports/updates to you!

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