vRMBS Solutions

Vichara’s V* Solutions sets a new standard in high-performance computing for granular trading analytics, valuation and risk management software for the fixed income markets.

RMBS Valuation and Risk Management Software

Vichara’s vRMBS Solutions is the comprehensive software package that facilitates the loan-level analysis of agency and non-agency residential mortgage-backed securities.

Key features

RMBS Analytics Data Analysis
  • True loan-level analytics
  • Multi-scenario analysis including OAS
  • Support for features like stop advances, loan modifications, subsequent recoveries, step-up rates
  • Highly parallelized, cloud-based computing
  • Integrates proprietary and 3rd party loss and prepay models
  • Customized reporting
  • Ultra-fast multi-dimensional stratifications
  • Ad-hoc queries
  • High speed reporting with Excel and web based tools
  • Modeling framework
Re-Remic / CDO / Index / Portfolio Analytics Portfolio Management System
  • True loan-level analytics
  • Highly parallelized
  • Cash and synthetic structures
  • Straight-through processing
  • P&L with matrix pricing
  • Financing and Cash Management
Data Management & Mappings Software & Data Processing Support
  • Very timely, zero-lag availability
  • CoreLogic, Intex, GSEs and trustee data sources
  • Mappings drive prepay, default & loss models
  • 24/7 Operational support
  • Custom software development and integration

vRMBS is distinguished by several features that make it unique in its field: it constructs a “hybrid best record” for loan data combining data from various sources at loan, group and deal level and, being specially optimized for grid computing, it ensures that even with a sophisticated loan-level risk model it would take only a few hours to generate analytics for the entire universe of agency, CRT, non-agency deals and ABS CDOs under multiple interest rate, HPI and loan-level prepay/loss scenarios. vRMBS provides:

  • Multiple loan sources - CoreLogic, Trustees, Intex, GSE, eMBS
  • Mapping loan data across sources at loan, group and deal levels
  • Grid based computing framework
  • Analytics for the universe of non-agency deals under multiple prepay/loss model, interest rate, HPI scenarios
  • vLens for ultra-high performance loan data analysis for historical surveillance and modeling

Vichara RMBS Solutions