Bond Administration Workstation for Trustees

BAW Trustee is an integrated system for bond administration and investor reporting designed specifically to handle the activities and analysis of the ‘post-securitization’ phase in the life of a mortgage-backed or asset-backed security.

 

BAW Trustee automates data scrubbing, deal updating, bond calculation and investor reporting for any number of deals simultaneously.

 

BAW Trustee combines the entire deal structuring process, scrubbing of data and historical deal information enabling trustees to calculate, verify and store payments on a transaction and provides a complete collateral and bond payment history.

 

Deal Modeling

Structuring & Analytics

  • Collateral Stratification
  • Loan Bucketing
  • Average Life Targeting
  • Price, Yield Coupon Solver
  • Floater/Inverse Floater Splitter
  • IO/PO Strip Sizing
  • Z-Bond Creator
  • PAC Finder
  • Breakeven Loan Pricing
  • First Loss Calculator/Yield Solver
  • Structuring Templates
  • Powerful Scripting Language

 

  • Price/Yield Tables
  • Sensitivity Analysis
  • Horizon Total Rate of Returns
  • Bivariate Grids
  • Scalar and Vector Prepayment/Default Rates
  • Loan Specific Assumptions
  • Property Level Analysis
  • User-Defined Models
  • Profitability Analysis
  • Fee and Strip Valuations
  • All types of ABS, MBS and CMBS transaction

Bond Administration & Validation

  • Batch process any number of deals at one time
  • Import asset level or pool level information
  • Customizable loan level feeds
  • Data scrubbing and validation mechanisms
  • Calculate complex bond and fee payments
  • Store monthly payment information at asset, pool, and bond level
  • Issue level compliance testing
  • Full investor and issuer reporting

Historical Deal Information

  • Loan level history
  • Monthly aggregate pool level history
  • Tranche payment and balance history
  • Reserve account & fee history
  • User defined variables for reporting

Reporting

  • Customizable bondholder and servicing reports
  • Historical and static pool reporting
  • Advanced stratification and graphing capabilities
  • Reports can be printed, exported to excel, or posted to your website
  • Produces files for DTC, Bloomberg, Edgar/SEC, other websites, etc.
  • Links with MWSA's standard data files or interfaces to Oracle or SQL Server
  • Flexible loan, pool and bond exports