Delivering intelligent, accurate risk analytics to the mortgage industry via our highly regarded quantitative methods.
The LPS Applied Analytics library provides prepayment and default models for fixed, adjustable, prime and subprime mortgages, home equity loans and home equity lines of credit, manufactured housing and others. The LPS Applied Analytics library is integrated with all major analytics, proprietary, ALM and servicing systems and includes interest rate processes and other valuation and risk management tools for mortgage-backed securities (MBS), asset-backed securities (ABS) and collateralized mortgage obligations (CMO).
LPS Applied Analytics
- Developed a score product to enable better understanding of prepayment propensity at the loan level
- Provides a complete set of prepayment modeling and historical performance analysis tools for customized applications
- Creates tailor-made prepayment models to fit users' data sets.
LPS Applied Analytics counts leading broker/dealers, institutional investors and mortgage banks as clients, including the five largest banks in the United States, and houses decades of Wall Street and mortgage banking experience in its offices in San Francisco, Boston and New York. Every day, thousands of users depend on LPS Applied Analytics’ prepayment analysis distributed on Bloomberg.
Whether you are a Wall Street dealer, a small bank, a giant mortgage servicer or a money manager, LPS Applied Analytics can help you proactively manage prepayment and default risk
Contact us at 1.415.989.9800 to find out more about how we can add the power of data analytics to your portfolio.