Analytics

Gain an investing edge with analytics tuned over 20 years for MBS and ABS query performance.

Insights for Every Team Member

1010data’s intuitive, visual interfaces make it easy for you to utilize the most powerful analytic techniques to conduct cutting-edge analysis in seconds.

Modeling

Process massive amounts of joined loan, property and consumer-level data in minutes to develop and tune transition, default and prepay models

Trading

Conduct relative value analysis of securities based on loan, borrower or zip-code level details

Surveillance and Risk Management

Surveil portfolios in a timely fashion, build custom comparison cohorts, and automate reporting and notification triggers

Research

Explore hosted databases from multiple vendors in a fast, spreadsheet-like interface for off-road research and idea generation, joining in your own internal data when necessary

Powerful Techniques at Your Fingertips

1010data’s rich function library enables you to easily construct and execute any type of analysis:

Linear Regression

Logistic Regression

Stratification

Principal Component Analysis

Statistical Modeling

Machine Learning

Time Series Analysis

Time Shifting

Rich Library of Pre-Built and Customizable MBS Analytics

Get up and running quickly with pre-packaged sample analytics you can customize with ease. Evaluate new datasets in hours, not weeks.

Customizable Roll Rate Analysis

Quantify the historical likelihood of pay status transition at the loan level across custom time intervals.

Default Risk and Prepayment Modeling

Combine disparate datasets including loan level performance data, home price indices and borrower credit data.

Determination of Servicer Advances Outstanding

Leverage servicer advance identification logic to better determine timing of cash flows and differentiate servicers by advancing tendencies.

Loan-Level Analysis of Megas and CMOs

Conduct loan level prepayment analysis on loans underlying Megas and CMOs (including Re-REMICs). Accurately determine loan level distribution of LTV, loan age, FICO, and other key attributes.

Refi Prediction with Consumer Credit Checks

Predict imminent prepayments at the loan level by linking loans to recent consumer credit checks related to mortgage refinancing.

With decades of ABS/MBS sector expertise, the 1010data Fixed Income Analytics team is ready to get you up and running quickly.