Collateral Analytics
NuQuants can develop custom solutions tailored for collateral analytics, providing seamless access to standardized loan-level data, streamlined reporting processes, and advanced analytics tools.
Data-First Infrastructure
- NuQuants offers a flexible data infrastructure that seamlessly accepts data from servicers, issuers, and originators in various formats.
- Through expert handling of loan-level data, we alleviate the burden of data preparation, allowing you to focus on identifying risks and opportunities.
- Custom data handling and storage configurations to support unique business models and compliance needs.
Data Validation
- Our system automatically maps fields according to your data dictionary and identifies patterns to suggest matches for new fields.
- Quickly identify and resolve errors such as bad data and missing values, ensuring data accuracy and reliability utilizing machine learning/AI advanced algorithms and custom scripting.
Data Enrichment
- Merge new internal and external data points to derive deeper insights and enhance decision-making capabilities.
Analytics
- Gain access to standardized loan-level data and fully integrated analytics and reporting tools.
- Review composition, analyze performance, extract actionable insights, and project collateral and tranche-level cash flows with ease.
- Analyze portfolio attributes and evolution over time, including state, MSA, channel, vintage, coupon range, product, loan size, credit score, LTV, DTI, payment history, and default status.
- Analyze prepayment speeds and default statuses across various dimensions.
- Compare loan performance against industry benchmarks to compare performance and identify areas for improvement.
Cashflow Engine
- Utilize robust cashflow engine to determine loan performance assumptions under multiple scenarios, including prepayments, delinquencies, and defaults.
- Adjust loan assumptions and cash flow engine parameters based on industry comparisons and model analytics.
Reporting Tools
- Easily visualize data by any loan field through pivot, stratification, and summary tables, enabling quick identification of patterns.
- Visualize loan clusters using Geo Mapping across the U.S. based on loan attributes such as percent of loans actively modified, loan count, and average FICO score.
- Gain insights into geographic trends and distribution to inform strategic decisions.
- Tailor reporting options by specific metrics and dimensions, customize report layouts, select visualization types, and define data aggregation methods and reporting intervals based on stakeholder’s needs.
