In production
Stress your tape before you sell.
Default multipliers, AVM shocks, prepay scenarios — modeled across the pool with expected loss, WAL, and yield impact, plus the concentration risks investors will price.
Bridge, hard-money, and non-bank lenders fight for every basis point. We handle intake, pipeline rate risk, and post-close delivery so your team can focus on origination — not operational drag.
Document gaps, borrower discrepancies, and property red flags should never reach underwriting. We verify at the front door.
Rate-locked pipelines bleed when rates move. Daily hedge sizing and lock desk analytics keep margin where it belongs.
Kick-outs are margin events. Managed delivery to GSEs and conduits with full chain of custody — every doc, every wire.
Use them à la carte or as an integrated stack. Most originators start with one and expand.
Front-door verification at intake. Borrower, property, income, title — anything below confidence threshold escalates to your team.
Daily hedge sizing on your live pipeline. Lock desk analytics. Execution advisory from a desk you can call.
Managed post-close delivery to GSEs, conduits, and aggregators. Doc completeness, custodian transfers, wire reconciliation, kick-out triage.
Default multipliers, AVM shocks, prepay scenarios — modeled across the pool with expected loss, WAL, and yield impact, plus the concentration risks investors will price.
30-minute call. Walk us through your monthly volume, lock desk setup, and where the operational drag lives.
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