UNPARALLELED STRUCTURED FINANCE SOFTWARE, DATA, AND VALUATION SERVICES
MWSA's software and data products are widely recognized for their unique abilities to support detailed analysis of the most sophisticated structured debt products including asset-backed securities (ABS), mortgage-backed securities (MBS, CMBS & RMBS) and collateralized debt obligations (CDO / CLO).
Our valuations team assists clients in understanding the values of these complex instruments through a combination of industry, market, and technical knowledge.
MWSA’s Structured Finance Workstation (SFW) now offers an extensive deal library with integrated loan-level data for US subprime RMBS transactions. MWSA is expanding the library to include Prime, Alt-A, and ABS in the
The SFW provides its users integrated analytics including: user-defined prepayment/default/loss rates, price/yield tables, sensitivity analysis, a first loss calculator, and break-even analysis.
The SFW also enables users to view and edit the waterfall script for each deal. This feature allows investors to be certain that waterfalls and associated payment rules are coded properly according to each deal’s prospectus, and to fully understand the payment rules associated with each securitization.
Click here for more information on the SFW and RMBS deal library
