Whole Loan with Default — Single Security

Price mortgage-backed securities and analyze key risk measures using industry-standard models.

Model & Pool Selection
Use Custom Yield Curve
MBS Attributes
Upload SCurve
Download SCurve Instruction Download SCurve Sample File
Upload Default Ramp
Download Default Ramp Sample
Severity
Shocks to the Yield Curve (Optional)
Select analytics to calculate
Security Component
Calculation Mode
Risk Measures
Hedging Strategy Load a Saved Trade