Credit Risk Transfer Advisory: Strategy, Execution, and Operations

MF&Co offers a full suite of credit risk transfer advisory offerings that cater to suppliers/buyers of mortgage/consumer/commercial-related risk transfer products and investments.

Credit risk transfer advisory services are designed for a wide range of market participants, including:

• Banks

• Mortgage lenders/servicers/warehouse providers

• Specialty finance companies

• REITs

• Insurance companies

• Private equity firms

• Fixed Income/equity asset managers

For Credit Risk Transfer Fixed Income and Equity Investors

​

MF&Co Investment Characteristics Optimization (MICO™) Analytic Suite (powered by Bond Lab®)

​

• MBS/RMBS/CRT Pool and Loan Level Cohort Analysis Tools

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

• Mortgage OAS/Prepayment/Credit Risk Models

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

• MBS/RMBS/CRT/Equity Human Intelligence Frameworks and Portfolio Management Analytic Tools for Risk/Reward Measurement, Evaluation, Projection, and Optimization:

• MF&Co proprietary company/Investment risk and performance management evaluation framework:​

​​​

​

​

​

​

​

​

​

​

​

​

​

​

​

​

​​​​

​​For Credit Risk Transfer Issuers, Program Administrators, and Risk/Compliance Managers

​

Credit Risk Transfer Program Design, Structuring, Assessment/Evaluation, and Operational Readiness/Execution Planning or Testing

• Approval, documentation, monitoring, compliance, and review process mapping and evaluation.

​

• Complete transaction management process and documentation requirements development and/or review.

​

• Evaluation of program risk/return estimates, hedging strategies, economic targets, methodologies, and models (including champion/challenger testing).

​

• 3rd-party performance monitoring, including independent market value opinions, benchmarking, cashflow calculation checks, and current/projected credit risk measurement.

​

Sample Risk Transfer Program Assessment Framework Schematic and Evaluation Outputs

​

​

​

​

​

​

​

​

​

​

​​

​​

• MF&Co portfolio indexing/benchmarking engines: