See how vRMBS can help your team connect loan-level data, models, cashflows, market context, and surveillance to analyze opportunities and manage RMBS risk with greater speed and control.
RMBS Analytics Software Built for Mortgage Investment Teams
Analyze Agency and Non-Agency RMBS from loan tape to trade with loan-level analytics, cashflow modeling, scenario testing, valuation, surveillance, and portfolio risk tools in one platform.
vRMBS | RMBS Analytics & Risk Platform
From Loan-Level Data to Faster RMBS Investment Decisions
vRMBS connects collateral data, deal structures, cashflow models, market inputs, portfolio positions, and surveillance in one workflow - helping RMBS teams spend less time assembling data and more time analyzing risk, relative value, and trade opportunities.
Analyze
Drill from deal and tranche views into the loan-level drivers of collateral performance.
Model
Model
Run cashflows, waterfalls, prepayment, credit, and stress scenarios across RMBS deals.
Price
Assess price, yield, OAS, sensitivity, and relative value across securities.
Surveil
Monitor collateral performance, deal triggers, modifications, and portfolio exposures.
Risk
Stress assumptions and see how changing scenarios impact cashflows, value, and exposure.
Analyze RMBS Faster Without Losing Loan-Level Depth
Built for institutional mortgage investors, vRMBS brings the data, models, and risk analytics needed to evaluate securities, test assumptions, monitor collateral, and act on portfolio changes without stitching together disconnected workflows.
See Collateral Performance Clearly
Stratify collateral by LTV, delinquency, modification status, rating, geography, and other loan attributes to understand what is driving deal performance.
Model Bonds & Waterfalls Across Scenarios
Run multi-scenario cashflow projections, analyze complex waterfall structures, and override assumptions to test how performance changes across the capital stack.
Price & Compare Market Opportunities
Combine internal models with market and BWIC information to evaluate bonds, compare trade history, and assess relative value using a consistent analytical view.
Stress Credit, Rates & Housing Assumptions
Test HPI, interest-rate, prepayment, default, severity, and macroeconomic scenarios using deterministic and stochastic analysis.
Monitor Risk Before It Becomes a Portfolio Problem
Track performance, triggers, modifications, and exposure changes continuously so teams can focus attention on positions that require deeper review.
Support Complex RMBS Strategies
Analyze legacy, Non-QM, CRT, Re-REMIC, Agency pools, nested structures, and second-level waterfalls within a flexible RMBS workflow.
Vichara is proud to be named in the Chartis RiskTech100 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.
Use AI to Accelerate RMBS Research, Modeling & Risk Review
AI can help mortgage investment teams interrogate large datasets, extract information from deal documents, identify unusual performance patterns, and accelerate model-driven analysis. Combined with vRMBS loan-level data, cashflows, scenarios, and surveillance, these capabilities can help analysts reach the questions that require human judgment faster.
vRMBS Capabilities
Everything You Need to Analyze, Value, Surveil & Manage RMBS Risk
Loan-Level Collateral Analytics
Stratify and drill into collateral by LTV, delinquency, modification status, borrower, property, geography, and other loan-level attributes.
Bond & Tranche Cashflow Modeling
Project bond cashflows across scenarios and analyze waterfall behavior with flexible assumption overrides across the capital structure.
Prepayment, Default & Severity Analysis
Apply and test prepayment, default, loss severity, and recovery assumptions to understand their effect on collateral and bond performance.
RMBS Valuation & Relative Value
Analyze price, yield, OAS, breakeven loss, sensitivities, and horizon outcomes to compare securities and understand value under changing assumptions.
Portfolio Surveillance & Trigger Monitoring
Track collateral performance, modifications, structural triggers, compliance conditions, and changing exposures across monitored positions
BWIC & Market-Aware Analysis
Overlay BWICs, pricing information, and trade history with internal analytics to evaluate market opportunities in the context of your investment view.
Custom Stress Testing
Simulate HPI, rates, prepayment, credit, and macroeconomic shocks using deterministic and stochastic scenarios.
Complex Structure & Re-REMIC Modeling
Analyze nested structures, Re-REMICs, second-level waterfalls, and other complex deal structures without breaking the analytical workflow.
Agency & Non-Agency RMBS Coverage
Support Agency pools and Non-Agency strategies including legacy RMBS, Non-QM, CRT, and other residential mortgage structures.
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
Price bonds, compare market opportunities, run risk checks, and respond to BWICs and market moves faster.
Portfolio Managers
Evaluate relative value, test portfolio impact, monitor exposures, and refine RMBS allocations.
Credit Analysts
Analyze collateral performance, prepayment and credit behavior, modifications, and loan-level risk drivers.
Structuring Desks
Model Re-REMICs, CMOs, nested structures, and waterfalls before securities reach the market.
Risk Managers
Stress portfolios, test assumptions, monitor sensitivities, and drill from portfolio exposure into deal and loan-level drivers.
Investment Teams
Move from loan tape and deal analysis to scenario testing, valuation, and investment committee-ready insight in one workflow.
By Property Type
Office
Occupancy, lease expirations, tenant performance, capital projects.
Industrial
Warehouse utilization, lease activity, logistics tenant performance.
Retail
Tenant sales, lease renewals, occupancy trends.
Hospitality
ADR, RevPAR, occupancy, operating performance.
Multifamily
Occupancy, rent collections, lease renewals, maintenance costs.
Mixed-Use
Consolidated tracking across residential, retail, office, and hospitality components.
Connect the Data and Models Your RMBS Team Already Uses
vRMBS brings external mortgage data, deal information, market inputs, internal assumptions, and proprietary models into a consistent workflow so analysts can evaluate securities using a view that reflects their strategy.
Why Mortgage Investment Teams Choose Vichara’s RMBS Platform.
25+ Years
Capital markets technology and structured
finance experience.
Chartis RiskTech100
Category leader for pricing & analytics, credit for CMBS.
STORM50 Winner
Recognized category winner for CMBS and
RMBS.
No Forced Change
Built around your existing underwriting
models.
Trusted Worldwide
Supporting investment professionals managing complex credit portfolios.
Automation-First
Accelerate CMBS investment decisions through
intelligent workflow automation.
What is RMBS analytics software?
RMBS analytics software helps mortgage investment teams analyze residential mortgage-backed securities using collateral data, cashflow models, deal structures, market information, scenario analysis, valuation, and risk metrics. It can support workflows from pre-trade analysis through ongoing portfolio surveillance.
What is vRMBS?
vRMBS is Vichara’s RMBS analytics and risk platform for institutional mortgage investment teams. It combines loan-level collateral analytics, cashflow and waterfall modeling, scenario testing, valuation, market-aware analysis, and surveillance for Agency and Non-Agency RMBS workflows.
Does vRMBS support both Agency and Non-Agency RMBS?
Yes. Vichara’s public product information describes support for Agency pools and Non-Agency strategies including legacy RMBS, Non-QM, CRT, Re-REMICs, and other complex residential mortgage structures.
Can vRMBS analyze RMBS at the loan level?
Yes. vRMBS supports loan-level collateral analysis and stratification so users can examine performance by attributes such as LTV, delinquency, modification status, rating, and other borrower, property, and loan characteristics available in the underlying data.
How does vRMBS support cashflow and waterfall modeling?
vRMBS supports multi-scenario cashflow projections and analysis of complex waterfall structures. Teams can apply assumption overrides and test how prepayment, credit, rates, and other variables affect collateral cashflows and bond performance across the capital structure.
Can vRMBS be used for RMBS stress testing?
Yes. vRMBS supports custom stress testing across variables such as HPI, interest rates, prepayments, defaults, severity, and macroeconomic conditions using deterministic and stochastic analytical approaches.
What RMBS valuation and risk metrics can teams analyze?
Vichara’s public vRMBS content highlights analysis including OAS, breakeven loss, deal sensitivities, horizon analysis, cashflows, and performance under changing assumptions. Exact metrics available can depend on the security, data, model configuration, and workflow.
What data sources can vRMBS integrate with?
Vichara’s current public vRMBS page references integrations with Intex, CoreLogic, trustee data, and McDash, alongside internal models, assumptions, and custom tapes. Additional data sources should be confirmed based on the firm’s implementation and vRMBS configuration.
How can AI support RMBS analysis?
AI can help analysts query large mortgage datasets, extract and normalize information from deal documents, identify patterns or exceptions, and accelerate model-driven research. Vichara also publicly describes conversational analytics for RMBS and credit portfolios and machine-learning-based Agency pool and prepayment modeling. Human investment judgment remains central to decisions.
Who is vRMBS designed for?
vRMBS is designed for institutional RMBS professionals including traders, portfolio managers, credit analysts, risk managers, structuring desks, and investment teams at asset managers, hedge funds, banks, and other mortgage-credit investors.
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