M-PIRe advantages
Industry-leading customer support
Mortgage models are complex. Our consultants work directly with our client base providing unparalleled assistance with model implementation, analysis, and transparency.
Complete market coverage
Includes all cash flows for both bond and insurance execution for credit risk transfer deals. It also models cash flows for private international and domestic PMI transactions.
End-to-end solution
Brings together all required data, models and cash flows in one place, delivering a turnkey solution. You don’t have to subscribe or pay for licenses to multiple providers.
Data visualization
Accurately and easily displays analyzed data in ways that promote an understanding of risk and sound decision-making.
Mortgage expertise
Our mortgage experts have worked in the mortgage credit risk industry through multiple cycles, including the oil patch crisis in the late 1970s/early 1980s, savings and loan crisis, and Great Recession.
Modules for GSE/MI marketplace
Includes modules designed specifically for reinsurance participants in the GSE/MI mortgage reinsurance marketplace. M-PIRe is not retrofit to serve the credit insurance space like other mortgage model offerings.
Review collateral
Understand seasoning, geographic distribution, and concentration of risk factors
Model collateral & review results
- Use proprietary loan-level econometric model to generate performance estimates
- Evaluate drivers of risk through deterministic baseline and stress scenarios
Run simulation model & extract structure cash flows
- Use M-PIRe’s simulation model to create a stochastic perspective around baseline estimates
- Review performance of each tranche/insurance contract within the deal structure
Aggregate portfolio participation
Reflect transaction participation amounts and correlation to generate portfolio view
M-PIRe benefits
Respond to market changes
Data, economics and model estimates are automatically updated monthly so you can easily assess exposures and opportunities.
Avoid pitfalls
Robust model governance processes eliminate human and processing errors.
Bring clarity to stakeholders
Advanced data helps you clearly articulate investment rationale and associated risk to your risk committee, rating agencies, large investors, and board.
Manage complex risks
Includes full stochastic distributions of potential outcomes. Advanced computing methods produce fully correlated stochastic portfolio simulations in minutes.
Maximize limited resources
Builds on proprietary analytics and industry expertise, making it less costly than developing and maintaining an in-house solution.
Join a growing user community
M-PIRe’s user base continues to grow and provide valuable feedback on platform improvements. With our aggressive development road map, new functionality and features are added monthly.
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