If you use analytics and pricing tools for RMBS, including CRT and Structured Agency Credit, you know the headaches and the complexities. The data sets involved for these structured finance bonds are massive — and you just want flexible tools that are up to the challenge of your best ideas. Now you can get the exact RMBS analytics you want without the delay of building in house. 

Our depth of experience in crafting custom RMBS solutions that handle the intricacies of the residential mortgage-backed security market is unmatched. You get to focus on what you do best and we take care of the problems.

The Thetica Systems Difference

As a highly experienced Intex partner, we specialize in automating whatever insights you want to extract, but we don’t try to tell you how to think about the market. Instead, we support your expertise with a custom system that works exactly the way you want it to. There’s just no reason to settle for the same tools that everyone else is using, or wrestle with an inefficient legacy system.

In addition to Intex, we help you to get the maximum use from all data sources for RMBS and Structured Agency Credit, such as Corelogic Loan Performance or Case-Shiller. We integrate all your licensed data for RMBS and our powerful infrastructure can handle the most complex and data-intensive calculations. You can handle multiple bond types in the same solution so you’re not paying for an expensive siloed system. 

We don’t offer the same off-the-shelf analytics system to everyone and we don’t put your great ideas into a queue of enhancement requests from your competitors. Instead, we make it easy for you to get the exact system you want, customized to your specific needs. Our technical personnel collaborate with you to design the precise appearance, calculations, and outputs you need. No matter how complex the scenarios or involved the data, we code, automate, and integrate everything so that your data “sings” for you.

Get the exact RMBS analytics you want without the delay of building in-house.
Learn More

Sample RMBS Pricing & Analysis Capabilities

RMBS Analytics Coverage

Need to perform detailed RMBS analysis? Your custom system can deliver results with amazing speed for all kinds of RMBS bonds:

  • Non-Agency RMBS
  • Agency RMBS
  • Agency multifamily
  • Connecticut Avenue Securities (CAS deals)
  • STACR deals
  • ReREMIC
  • NPL and RPL deals

RMBS Analytics

  • Get faster notice of refinancing and other similar impacts on your portfolio
  • Quickly isolate reremic child deals with optional redemption features not in the parent deal
  • Price reremics at child-deal group level
  • Visualize effective delinquency rate graphically and make it immediately available
  • Tie out cashflow collateral results to Intex
  • View asset cashflows with full transparency; validate cashflow models
  • Make fast and effective use of all licensed data fields according to your exact specifications

Scenario Model Integration

  • We can help you build a scenario model based on your requirements / guidance.
  • Our system runs a large numbers of cashflows in a short span of time, regardless of how complex or how many steps the calculation requires. Easily automate and pre-calculate all the custom scenarios you want for different uses; apply them in overnight or ad hoc runs and by buckets.
  • Use the results to evaluate nonperforming and reperforming loans; estimate bond price sensitivity; rapidly calculate spread and IR durations
  • Run multiple cashflow scenarios overnight on the entire RMBS Universe and have the results ready for use at the start of each day

Structured Agency Credit

  • Automate hierarchical scenarios to employ your chosen loss model on specific assets or switch automatically to default scenarios where vectors are not provided
  • Customize and automate your STACR and CAS analysis and reporting to your exact specifications

RMBS Market Color

  • Automatically alert your RMBS Traders or salespeople when color matches a bond in inventory
  • Let our system parse, store, and process your BWIC emails
  • Build your RMBS Color database and distribute the information
  • View Market Color analysis by sector or tranche

Bottom line: The above list can grow with your imagination. Our RMBS Software platform constantly evolves through our skill in automating its users’ ideas. We can create any feature that you think of.

Similarly sophisticated solutions are available for CMBS, CLO, and ABS portfolios.

Interested? Click below to get in touch — we are interested in what you want to accomplish. Tell us about your project and we will walk you through our process and how we can help.