RMBS Analytics and Risk Solutions - Vichara. 

Vichara's RMBS solution brings loan-level analytics, scenario modeling, and market-aware tools into one platform, giving your team the speed, depth, and control to analyze, value, and manage RMBS risk from tape to trade

Built for Portfolio Managers and Risk Teams Who Need More Than Just Speed

Whether you're pricing Non-Agency bonds, managing Agency Pools, or structuring Re-REMICs, vRMBS brings unmatched depth and speed to your RMBS workflow.

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See the Risk and Value Before it Hits Your Portfolio

vRMBS delivers built-in performance tracking, trigger monitoring, and compliance surveillance, so you catch exposure changes before they become losses.

Seamless Data Integration

Connect to sources like Intex, CoreLogic, Trustee, and McDash alongside your internal models, assumptions, and custom tapes for analytics that truly reflect your view.

Drill Deep, Act Fast

Instantly stratify collateral, track mod statuses, and run waterfall analysis across the capital stack, no manual crunching or delays.

Ready for Action in Minutes

Intuitive web-based interface designed for real-world work by PMs, traders, and credit analysts. No steep learning curves.

Vichara is proud to be named in the Chartis RiskTech100 2024-2025 as solution category award winner for Pricing & Analytics – Credit for CMBS. Vichara is also in Chartis’ STORM50 report, winning the category awards for CMBS and RMBS.

What Makes vRMBS a Game-Changer for RMBS Professionals

vRMBS goes beyond spreadsheets and speed, bringing you loan-level clarity, smarter modeling, and strategic control across the RMBS spectrum.

Loan-Level
Precision

Break down performance by rating, LTV, delinquency, and mod type. Track prepay curves, default trends, and history at the loan level.

Bond & Tranche
Modeling

Run multi-scenario cashflow projections and analyze complex waterfall structures with real-time assumption overrides.

Market-Aware BWIC Tools

Monitor live BWICs, overlay pricing and trade history, and evaluate bids using your internal models.

Custom Stress Testing

Simulate performance under HPI changes, interest rate shifts, and macro shocks using both deterministic and stochastic tools.

Full-Stack Deal Support

Analyze legacy, Non-QM, CRT, Re-REMIC, and Agency pools, all with integrated modeling for nested structures and second-level waterfalls.

Macro to Micro Valuation

Run horizon analysis, apply overlays, and model long-term performance under evolving market conditions.

Audit-Ready Risk Analysis

Test for OAS, breakeven loss, and deal sensitivities with full traceability across all inputs, models, and outputs.

Fast, Flexible Execution

Move from loan tape to strategic insight in minutes using a powerful, web-based interface built for real-world workflows.

Built for the  Teams  Who Move Markets

Whether you're pricing trades, modeling risk, or building the next structured deal, vRMBS gives your team the speed and depth to deliver confidently.

Traders

Run real-time pricing, risk checks, and respond faster to market moves.

Portfolio Managers

Fine-tune RMBS allocations and uncover hidden opportunities.

Credit Managers

Build and run advanced loan-level models and performance simulations.

Structuring Desks

Model re-REMICs, design CMO deals, and test structures before they hit the market.

Risk Managers

Stress test portfolios, drill into exposures, and validate model assumptions.

Investment Teams

Analyze loan tapes, assess deal fit, and make smarter bid decisions.

Eliminate the Manual Work. Get Loan-Level Clarity that Works

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