Calcasa Portfolio Analysis
Do you require a quick and effective means of valuating a portfolio of homes that serve as collateral for loans or mortgage-backed securities?
The Calcasa AVM has significant applications in the capital markets arena in respect to mortgage loan risk assessment and display in Securitisation, Covered Bonds, Economic and Regulatory Capital Assessment and Whole Loan Portfolio Trading.
The current climate means that a premium is attached to accurate loan-by-loan and property-by-property information. Through Calcasa portfolio capital markets participants can more accurately assess, manage and price risk in the form of expected foreclosure frequencies, loss severities and overall portfolio performance.
Calcasa has already been assessed by all three major rating agencies and teh national banking supervisor.
The tactical application of the AVM in capital markets situations ensures:
- Optimal Capital Structuring
- Best Pricing
- Full Scale Whole Loan Audit
- Risk Analysis and display
- Basel II Stress Testing
