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Tape-level diligence behind every bid.
Loan-by-loan tape validation with severity tagging across loan terms, valuation, borrower, capital, and documents — the data behind your bid.
Protect the rate-locked pipeline. Manage MSR duration risk in any rate regime. Execute whole loan and MSR transactions with an AI deal desk behind every trade — with the team that ran capital markets infrastructure for $35B+ of lending volume.
Each service is delivered as a managed engagement, an integrated workflow, or both — depending on your operating model.
Rate-locked pipelines bleed margin when locks expire, fall-out spikes, or rates move against the desk. Most lenders manage this with spreadsheets and gut feel — not real-time, defensible analytics.
Daily hedge sizing on your live pipeline. Lock desk analytics that price every loan in your queue against current TBA and conventional pricing. Execution advisory and trade recommendations — not just a model output, but a desk you can call.
API into your LOS or pricing engine. Daily reports to capital markets, treasury, and management. Custom escalation rules per loan size, lock period, or deviation threshold.
MSR portfolios carry asymmetric duration risk — they bleed in rate-down regimes from prepayments, and bleed in rate-up regimes from valuation marks. Managing both at once requires modeling the full distribution, not point estimates.
Two-faced hedge sizing: we model your MSR duration in both rate-up and rate-down regimes simultaneously, then recommend hedge constructions that protect against the asymmetry. Monthly portfolio reviews, daily mark surveillance, and exception alerts when your portfolio moves out of band.
Connect to your MSR sub-servicer feed and accounting system. We deliver hedge constructions, monthly attribution, and audit-ready reports. Custom thresholds per pool, vintage, and product.
Whole loan and MSR transactions are slow, opaque, and dependent on relationships. Sellers don't see the bid stack. Buyers can't underwrite tapes fast enough to compete. Both sides leave money on the table.
An AI deal desk behind every trade. We surface bids and offers across our network, run loan-level diligence on tapes in hours instead of days, and structure transactions that match buyer mandates to seller portfolios. Buy-side and sell-side coverage.
Submit a tape, get a bid range and matched buyer pool within hours. Counter and close inside our deal desk or take the engagement bilateral. Ongoing relationship for repeat issuers and strategic acquirers.
Loan-by-loan tape validation with severity tagging across loan terms, valuation, borrower, capital, and documents — the data behind your bid.
30-minute call to walk through your pipeline, MSR portfolio, or trade flow.
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