Credit Risk Transfer Advisory Offerings:

MF&Co offers a full-scope suite of credit risk transfer/mortgage market advisory offerings that cater to suppliers/buyers of risk and mortgage-related investments including banks, mortgage lenders/servicers, specialty finance companies, REITs, insurance companies, private equity firms, and fixed Income/equity asset managers.

For Risk Transfer/Mortgage Related Security 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:​

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  • MF&Co portfolio indexing/benchmarking engines:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

© 2021 Mark Fontanilla & Co., LLC