Interactive Mortgage Analytics, LLC

Interactive Mortgage Analytics, LLC is a full service provider of Analytic services to the mortgage industry. We offer a full line of analytic products to assist you in analyzing your servicing asset, as well as reports designed to assist you with accounting compliance, making purchase or sale decisions, or benchmarking your portfolio performance to the industry.

Service Descriptions

Mark to Market: Provides a formal appraisal of the value of a company's mortgage servicing rights. Includes detailed pricing reports, cash flow reports, and rate shock analysis.

Impairment Tranche Analysis: Provides a rate shock analysis and the effect on current and potential risk tranches to determine the best risk based stratification of your portfolio.

Capitalization of current month's securities:Reports intended to assist you in determining proper capitalization for your current month's security issue.

Amortization summary for the retained MSR portfolio:Summarize the amortization of the MSR portfolio in proportion to the current period cash flow over the life cash flows. The report can be provided at loan level or tranche level. Additionally, reports are provided which benchmark actual runoff to prior projections as well as an analysis of actual performance to current amortization levels to ensure accurate amortization levels.

Impairment Analysis:Compares the unamortized cost basis for the MSR portfolio to the current market value. The report will summarize data within agreed upon FAS 140 impairment tranches, and will include an analysis of the effectiveness of those tranches as the portfolio changes over time.

SRP State Pricing Analysis:This analysis uses current trade information and geographically based prepayment and escrow data to determine the value of servicing rights for each state and product type grouping based upon your production profile. This analysis can be used to establish servicing value by production channel for compensation purposes.

Sell/Hold Analysis:Comparison of the economics of selling a portfolio today vs. holding on to the servicing rights. The analysis looks at various options of selling the portfolio compared with the internal economics of holding on to the portfolio. Various runoff assumptions will be analyzed to determine the risk of each scenario.

Convexity Analysis:This analysis incorporates a detailed rate shock analysis on the portfolio and breaks the portfolio into distinct buckets based upon multiple risk components including interest rate, seasoning, product type, and investor type. The primary goal is to determine your risk profile, and potentially identify segments within the portfolio that may not fit your risk profile.

For more information on any of the above services, please feel free to contact:

Bob Dowell
Managing Member - Interactive Mortgage Analytics, LLC
1125 Seventeenth Street, Suite 2260
Denver, Colorado 80202
Direct: 303-923-6401
Fax: 303-302-9240

bdowell@yourima.com