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    Belgian Mortgage Portfolio Analyzer

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    Belgian Mortgage Portfolio Analyzer (Belgian-MPA) is a loan-level software platform for analyzing the credit risk of whole-loan residential mortgage portfolios in Belgium, and collateral pools underlying Belgian residential mortgage-backed security (RMBS) transactions. Belgian-MPA incorporates thousands of macroeconomic paths and loan-level models for estimating probabilities of default and prepayment.

    Leverage a powerful solution for risk management, stress testing, and IFRS 9

    • Calculate expected loss, economic capital estimate, and contribution to value-at-risk (VaR).
    • Customize model parameters at the loan level.
    • Classify loans into risk buckets and measure 12-month or lifetime expected credit loss for IFRS 9.
    • Stress testing using built-in and custom macroeconomic scenarios.
    • Build and deploy fully transparent custom models in the same platform.

    Implement a single framework for capital allocation, stress testing, and portfolio sensitivity analysis

    • Use a single platform for risk management, stress testing, and IFRS 9.
    • Project forward-looking expected loss and cash flows.
    • Build hybrid models using limited client data.
    • Analyze seasoned loans, new loans, and future originations.
    • Quickly run large portfolios using multi-threaded technology.
    • Utilize a simple and intuitive interface and a fully programmable application programming interface (API).

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