Mortgage Analyser - Residential Mortgage Analysis Tool

An interactive dashboard designed to analyse residential mortgage portfolios, allowing investors and portfolio managers to better understand the portfolio characteristics and changes in valuation. Provides lifetime loss (IFRS9) estimates and daily valuations (IFRS13).

Purpose

• Provide interactive analysis of detailed portfolio characteristics;

• Stress-test portfolio valuations under different macroeconomic scenarios;

• Provide portfolio valuation changes according to daily market conditions.

Functionalities

• Portfolio characteristic analysis for user defined granularity levels;

• Visualisation of the impact of (user-defined) macroeconomic scenarios on the impact of portfolio valuations;

• Daily portfolio valuation (IFRS13) based on the latest market rates;

• Insights on historical portfolio valuation numbers, as well as the history of mortgage rates;

• Insights into the effects of input configurations corresponding to capital portfolio management strategies on the profitability and capital reserve of the bank;

• Creation of pdf investor reports with key characteristics and stratified loan information;

• Lifetime loss estimates (IFRS9).

Installation

The Mortgage Analyser is developed using open source software and deployed within the RStudio Connect online server environment of OSIS. The tool is deployed in the cloud and accessed online through the browser. The user is not required to install the software locally.

We would welcome the opportunity to discuss your requirements and see how we can assist, please email jeroen.batema@os-is.com or contact him on +31 70 32 60 370.