A high-performance, interactive platform delivering a daily view of MSR and Hedge valuations. Powered by PHOENIX’s Advanced Analytics and built to provide clear insight into valuation, risk, and performance, our platform combines speed, clarity, and control to MSR and hedge management. This innovative tool cuts through the complexity of portfolio management, supporting faster, more confident decision-making as market conditions change.
FEATURES
Daily mark-to-market of MSR Portfolio and Hedge position delivered in online interactive format.
Sensitivity metrics including rate shocks, DV01, CV01, and key rate durations at the loan and hedge instrument level.
Filtering of MSR and hedge to isolate specific segments of portfolio and hedge position.
Benchmark hedge instruments to provide ability to perform what-if analysis on hedge position.
Full profit/loss tracking of MSR portfolio and open and closed hedge position.
Historical data and results for MSR and hedge easily accessible for prior days and months.
Ability to deliver frequent updates to MSR loan collateral file to reflect realtime values and risk.
ANALYTICS
