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.
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.