PORTFOLIO ANALYSIS - CoreLogic...PORTFOLIO ANALYSIS Evaluate portfolio risk with the best-in-class...

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Data Highlights ► Daily updates to Non-Agency RMBS data

► Integrated Data assets: 400+ attributes and 480+ metrics

♦ MBS – Over 98% of market

♦ ABS (w/Alt-A) – Over 93% of market

♦ History back to 1991

♦ Key metrics on delinquency, prepayment, and recidivism

Feature Highlights ► Build synthetic portfolio for benchmarking or use industry indices (ABX/PrimeX)

► Create your own LTV, FICO® bands for custom reporting

► Quick and easy integration to Microsoft® Excel®

► Flexible Roll Rate Analysis

► Batch multiple reports to run on demand or schedule for future updates

► Built-in dashboard feature for presentation-ready reports

► User-friendly MicroSoft Excel plug-in

PORTFOLIO ANALYSIS

Evaluate portfolio risk with the best-in-class data and self-service analytics at loan level

Vector Securities offers unparalleled transparency and fl exibility for loan-level analytics and reporting by leveraging the industry’s largest and most trusted non-agency RMBS data repository containing 12,000+ securitized pools combined with updated valuations using CoreLogic HPI® (including Forecast), and property record TrueLTV information.

Data Assets

► Non-Agency RMBS ♦ Origination data ♦ Monthly ♦ ifi cation

► HPI and HPI Forecast ♦ Mark-to-market LTVs

► CUSIP®, INTEX identifi ers

► Bloomberg BBGID mappings

► Consumer Risk Indicators powered by TransUnion

► TrueLTV ♦ AVM ♦ Detail on up to 5 hidden liens

► Prepayment and default metrics ♦ CPR, CDR, Severities

► Servicer/Stop Advance ► Current Occupancy, loan disposition, etc.

LOAN LEVEL ANALYTICS TO PRESENTATION-READY DASHBOARDS

Utilize loan level transparency for true-risk assessment and present fi ndings with interactive visuals

DATA MINE AT LOAN LEVEL USING CUSTOM LOGIC

Fast and powerful data mining capabilities at loan level for portfolio surveillance and complex risk diagnostics.

AD-HOC COHORT CLASSIFICATION AT LOAN LEVEL

QUICKLY AGGREGATE AND TREND COHORTS OVER TIME

Extract cohort specifi c loan data using bulk-export to run through RiskModel® or any other proprietary model for future projections.

Defi ne your logic using intuitive drag-and-drop UI.

BUILD YOUR OWN STRATIFICATION REPORTS WITH CUSTOMIZABLE BANDS

BENCHMARK WITH INDUSTRY INDICES (ABX/PRIMEX) OR CUSTOM PORTFOLIO OVER TIME

Use it to create FICO, LTV, Interest Rate buckets (or a combination) as per your own specifi cations and identify risk concentration.

Import your portfolio of CUSIPs to monitor performance over time and compare against synthetic cohorts.

BALANCE AND COUNT BASED ROLL RATE CALCULATION

Allows cross-strat by any loan attribute, e.g. modifi cation fl ag.

corelogic.com

FOR MORE INFORMATION PLEASE CALL 415-536-3500© 2014 CoreLogic, Inc. All rights reserved.

CORELOGIC. the CoreLogic logo, CORELOGIC HPI, RISKMODEL and VECTOR are trademarks of CoreLogic, Inc. and/or its subsidiaries.

The “T” logo, TransUnion, and other trademarks, service marks, and logos (the “Trademarks”) used in this publication are registered or unregistered Trademarks of TransUnion LLC, or their respective owners. Trademarks may not be used for any purpose whatsoever without the express written permission of the Trademark owner.

All other trademarks are the property of their respective holders.

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BATCH REPORTING

Schedule with a single command

Product Features

► Easy-to-get, easy-to-use drag-n-drop graphical user interface with fi lter/sort/save/drill/right-click menu functionality

► Ability to create stratifi cation reports to fi nd high concentration segments

► Rich and intuitive toolset for pivot-table and graphs

► Ability to export to Microsoft Excel, Adobe® PDF and text fi les

► Bulk export feature to export large quantity of loan data as input in proprietary models or RiskModel

► Highly scalable application to handle increasing usage and database size

► No installation or modifi cation to existing network environment

► Single pricing irrespective of data volume

► Consulting service available

MULTIPLE REPORTS (GRID, GRAPH OR A COMBINATION)

Schedule with a single command Work-fl ow effi ciency by scheduling multiple grid/graphs in batches to run monthly and send to ftp as soon as performance data is published.

FTP DOWNLOAD

Get notifi ed by email to pick up XLS, TXT fi les from FTP