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UK Mortgage Portfolio Analyzer (UK-MPA) is a loan-level software platform for analyzing the credit risk of whole-loan residential mortgage portfolios in the United Kingdom and collateral pools underlying UK residential mortgage-backed security (RMBS) transactions. UK-MPA incorporates thousands of macroeconomic paths and loan-level models for estimating probabilities of default and prepayment.
- 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 test using built-in and custom macroeconomic scenarios.
- Build and deploy fully transparent custom models in the same platform.
- Use a single platform for risk management, stress testing, and IFRS 9.
- Project forward-looking expected loss and cash flows.
- Run a mixed portfolio of mortgages including prime, subprime, and buy-to-let (BTL).
- 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 user interface and a fully programmable application programming interface (API).
Moody's Analytics structured credit models enable you to assess the credit quality of your portfolio and to understand the economic trends driving performance.
Moody's Analytics provides dependable, integrated, and comprehensive solutions for Structured Finance market participants.