vLoans
Vichara’s V* Solutions sets a new standard in high-performance computing for trading support, valuation and risk management software for the fixed income market participants.
Key Features
Valuation and Analytics
- Performing and non-performing
- Fixed, ARM, hybrid ARM, negam, HELOC
- Monthly loan-level cash flows including prepayments and delinquencies
- Sensitivity and stress analysis for all risk factors
- Integrates leading credit & prepayment models including Loan Performance and AFT
- Interfaces to proprietary home price, credit, prepay and interest rate models
User Interface
- Web-based
- Portfolio analysis tools
- Collateral stratification using loan attributes
- Price/Yield table with risk measures such as duration, convexity, WAL
- Loan modification analysis