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CompassPoint℠ MSR Analytics

CompassPoint℠ MSR Analytics

Compass offers one of the industry’s most robust MSR valuation models that is employed by servicers to value over 95% of conventional and government servicing assets in the market today. CompassPoint℠ MSR Analytics leverages the CompassPoint data mapping tools to enable seamless mapping, audit and import of portfolio loan data on a loan-level basis. Our MSR Analytics also provides loan-level adjusters to all valuation models, includes integration to industry standard prepayment models, and provides accurate and exportable reporting.


Users can use/manage multiple different Valuation Assumptions and separate worksets for different users. Valuation Assumptions are transmittable allowing Users to tie out with Brokers using CompassPoint. Different Valuation Assumptions can be used for Acquisitions vs Hedging.


Use CompassPoint’s Loan Level Cash Flow engine to get to the bottom of valuation changes. Test our Adjusters or Assumption changes made to model with the Cash Flow engine before applying to whole portfolio.


Tap into the same MSR Valuations Assumptions for pricing a New Lock, marking the lock throughout the underwriting process, and at the time of Sale/Capitalization.


Define your own shocks for valuation impact analysis. Users can model rate sensitivity using static or OAS valuations. Want to model a specific rate path? Use CompassPoint’s User-Defined Rate Shock to determine the number of steps and magnitude.


Using our Scenario functionality be able to answer any question from the CFO! What happens to the MSR portfolio when delinquencies increase by 10%? If CPRs decrease by 5%? Using our Strat Batch tool, set up multiple scenarios to be ran in a batch. Worried about what your MSR Portfolio might look like in 3-5 years? Use CompassPoint’s Recapture and Forward Starting Loan capability to deliver detailed projections to the C-Suite.


Are MSR portfolio valuation changes creating heartburn? Use CompassPoint’s MSR Hedge Analytics including Daily P&L; Attribution Reports, Shock Reports and Key Rate Durations Reports to help in your MSR Hedging. If you are looking to outsource the hedging of the MSR Portfolio, the experts at Compass Analytics can hedge your MSR Portfolio and provide daily reports/updates to you!