General Information & Client Services
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

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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.

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 test using built-in and custom macroeconomic scenarios.
  • Build and deploy fully transparent custom models in the same platform.

Implement a 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.
  • 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).

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