A Suite of Customizable Credit and Interest Rate Risk Solutions to Help You Measure and Manage Your Financial Risks
Our core deposit analysis enables higher performance balance sheet management, without higher interest rate or liquidity risk. The analysis provides quantitative answers to your institution's key deposit behavior questions, including decay, beta and supply.
MountainView provides sophisticated risk analytics to holders of residential MSRs which include an enhanced MSR valuation, model development and calibration, hedge analytics and report automation to quantify your MSR market risks and support your MSR investment activities. Our methodologies are guided by a corporate governance framework that serves to address regulatory, client specific or other concerns surrounding risk management in accordance with the SR 10-1 Interagency Advisory on Interest Rate Risk guidance.
MountainView has been the leading provider of MSR valuation advisory services since 1989. Our experienced professionals are experts in accurately identifying and measuring the market risks of an MSR position under multiple scenario shocks and can provide the proper hedge solutions to minimize the impact to your financial performance.
Residential mortgage assets have typically been a challenge to measure and manage due to the nature of embedded options, the impact of local macroeconomic factors and the unique differences that exist at a loan-level. As experts in the residential whole loan secondary market, we provide our clients with the insights and tools needed to model their individual loan's behavioral characteristics under multiple scenarios.
MountainView helps fixed income investors and investment managers with an extensive suite of customizable solutions to help them better understand and manage the prepayment and default risks associated with their portfolios.
We provide both top-down and bottom-up stress testing solutions that can incorporate the impact of macroeconomic factor changes on market variables and consumer behavior across various regulatory scenarios. The result is greater accuracy and insight into your cash flows and earnings.
Our analysis and models allow you to mitigate your interest rate and credit risk in your loan and bond portfolios as well as quantify decay rates in your deposit behavior analyses. We apply a disciplined approach to our regression methodologies in determining best-fit for the underlying collateral. The development of customized models tailored to your specific data allows for the forecasting of prepayments, delinquency and default probabilities and decay rates with the goal of providing short and long-term performance projections in normal and stressed environments.
Subscribe to our core deposit and loan prepayment index reports. The reports are designed to meet the specific needs and goals for your deposit behavior and loan prepayment inputs and specialized earnings at risk testing in a cost effective and efficiently delivered tool.