Specialized v* RMBS Software and Solutions

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

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

KEY FEATURES

RMBS ANALYTICS

  • True loan-level analytics
  • Multi-scenario RMBS 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

DATA ANALYTICS

  • 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

  • True loan-level analytics
  • Highly parallelized
  • Cash and synthetic structures

PORTFOLIO MANAGEMENT SYSTEM

  • Straight-through processing
  • P&L with matrix pricing
  • Financing and Cash Management

DATA MANAGEMENT & MAPPINGS

  • Very timely, zero-lag availability
  • CoreLogic, Intex, GSEs and trustee data sources
  • Mappings drive prepay, default & loss models

RMBS SOFTWARE & DATA PROCESSING SUPPORT

  • 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, non-agency deals and ABS CDOs under multiple interest rate, HPI and loan-level prepay/loss scenarios. vRMBS provides:

    • Multiple loan sources – Loan Performance, trustees, Intex for Non-Agency and GSE, Intex for Agency CRT
    • Mapping loan data across sources at loan, group and deal levels
    • Grid-based computing framework
    • RMBS 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

vRMBS Process Diagram

Unlock the Power of RMBS Software Solutions

Ready to elevate your RMBS strategies with Vichara’s V* Solutions? Contact our team to explore how our high-performance computing solutions can set a new standard for your operations. Whether you have inquiries, need a consultation, or are ready to integrate our RMBS management software into your workflow, we’re here to guide you. Take the first step towards revolutionizing your approach to residential mortgage-backed securities—click here to contact us and discover how our comprehensive software package can enhance your loan-level analysis, portfolio management, and risk strategies. At Vichara, we understand the complexities of the financial landscape, offering a unique blend of innovation, efficiency, and reliability. Empower your success in the dynamic world of RMBS—partner with Vichara today.