| The ForeScore™ Risk
Analyzer is the most accurate way to set loss reserves and pool
performance expectations. This powerful tool helps manage economic
risks proactively. The ForeScore Risk Analyzer takes loan information and
combines it with the regional economic data and state-of-the-art
analysis provided by UFA. The performance of each
loan or pool of loans is simulated under a realistic range of economic conditions.
The
outputs from the analysis are the expected static pool cumulative losses
for the pool as well as annual loss expectations under the specified
economic conditions. The value at risk can be determined by simulation methods over
likely states of the world. This
tool is invaluable for securitizers who can use it to generate pool "curves" and
pool performance projections. When coupled with a bond model, retained tranches like IO
strips or residuals can be valued under a variety of economic scenarios.
Risk analyzer is now available for both auto and mortgage
loans.
For more information on how the ForeScore
tools can help your organization, please contact:
University Financial Associates LLC
343 S. Main St., Suite 200
Ann Arbor, MI 48104
Email: info@ufanet.com
Phone: (734) 995-7271
Fax: (734) 629-0636 |
