Credit Risk Transfer Advisory: Strategy, Execution, and Operations
MF&Co offers a full suite of credit risk transfer advisory offerings that cater to suppliers/buyers of mortgage/consumer/commercial-related risk transfer products and investments.
Credit risk transfer advisory services are designed for a wide range of market participants, including:
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Banks
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Mortgage lenders/servicers/warehouse providers
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Specialty finance companies
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REITs
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Insurance companies
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Private equity firms
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Fixed Income/equity asset managers
For Credit Risk Transfer Fixed Income and Equity Investors
MF&Co Investment Characteristics Optimization (MICO™) Analytic Suite (powered by Bond Lab®)
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MBS/RMBS/CRT Pool and Loan Level Cohort Analysis Tools
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Mortgage OAS/Prepayment/Credit Risk Models
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MBS/RMBS/CRT/Equity Human Intelligence Frameworks and Portfolio Management Analytic Tools for Risk/Reward Measurement, Evaluation, Projection, and Optimization:
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MF&Co proprietary company/Investment risk and performance management evaluation framework:
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For Credit Risk Transfer Issuers, Program Administrators, and Risk/Compliance Managers
Credit Risk Transfer Program Design, Structuring, Assessment/Evaluation, and Operational Readiness/Execution Planning or Testing
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Approval, documentation, monitoring, compliance, and review process mapping and evaluation.
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Complete transaction management process and documentation requirements development and/or review.
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Evaluation of program risk/return estimates, hedging strategies, economic targets, methodologies, and models (including champion/challenger testing).
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3rd-party performance monitoring, including independent market value opinions, benchmarking, cashflow calculation checks, and current/projected credit risk measurement.
Sample Risk Transfer Program Assessment Framework Schematic and Evaluation Outputs
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MF&Co portfolio indexing/benchmarking engines:
