Yield Book Advanced Mortgage Analytics

A high-performance, ultra-dynamic, big data mortgage analytics platform that offers an immediate competitive edge.

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Why choose Yield Book Advanced Mortgage Analytics?

Mortgage capital markets professionals and lending executives are turning to advanced analytics to protect market share, identify opportunity, and better understand risk. This trend is not slowing.

Delivering these capabilities is a non-trivial task. Mortgage data is big, dirty, and difficult to analyse. Large volumes of data are disseminated inconsistently at varying frequencies. Transformation involves automated orchestration of many logical processes. Quality control demands multi-dimensional interrogation of many complex measures at all points in time.

Our web-based application simplifies a complex data transformation process and immediately offers effortless access to trusted big data analytics.

At your fingertips

The interface is designed to enable full flexibility with speed for any type of user. Our main priority is ease of access to as much data as possible. That means we’ve limited visualisations and emphasised the ability to manipulate and extract data.

Features & benefits

What you get with Yield Book Advanced Mortgage Analytics

Ad-hoc reporting

Simple web-based application to easily create up to 10^39 custom cohorts with 65 different universe filters across billions of records.

Dynamic computing engine

62 potential "group by" dimensions, 100+ historical measures including on-the-fly loan-level prepayment speed calculations.

Export capabilities

Build and save reports that automatically update. Export to tabular format ensure seamless pivoting. Distribute data across your enterprise.

Disruptive technology

High-performance information capture, cleansing, enrichment, and storage of loan-level mortgage data in a central location.

Immediate value creation

Focus on creating value from data. Benefit immediately from our approach to cloud-based data management and delivery.

True transparency

Validate dealer research, monitor counterparty risk, verify investor reporting, and identify hidden issuance trends and prepayment behaviours.

Product in action

Yield Book Advanced Mortgage Analytics in action

Data to drive strategy

Ever wonder how a lender could be offering such an aggressive rate or why cash window issuance suddenly spiked? The answers are in the data. Until now it has never been this easy to find them. Analyse lender pooling strategies and uncover hidden stories to maximise best execution and ensure you’re not missing easy wins.

A screenshot showing Conv 30 Year Fixed New Prod Issuance: Note Rate vs MBS Coupon Spread

Conv 30 Year Fixed New Prod Issuance: Note Rate vs MBS Coupon Spread

Pinpoint hidden prepayment stories

Historically low interest rates, the rise of non-banks, paperless mortgage processes – the industry is evolving rapidly and it’s altered the behaviour of borrower prepayments. Econometric models are becoming less and less predictive. Data driven forecasts can fill the gap and help investors quantify unobserved variance.

Our data is machine-learning ready. Export in tabular format and locally apply algorithms to isolate duration profiles and ensure recovery of premium paid to own the bond.

A screnshot showing Traditional Aging Curve: Fixed Rate VA Loans

Traditional Aging Curve: Fixed Rate VA Loans

Monitoring liquidity in the servicing market

Knowing who is buying and selling servicing has become a mission critical task for mortgage capital markets professionals and prepayment researchers. This requires persistent oversight of lender and servicer naming taxonomies across the agencies and a clear view of M&A activity. We make it easy.

A screenshot showing Buyers of Non-Banking Servicing by Transfer Type, Program, and State

Buyers of Non-Banking Servicing by Transfer Type, Program, and State

Credit analysis matters again

The U.S. economy is in the later stages of an expansion phase and the GSE patch is set to expire in 2021. This means certain credit profiles will no longer be eligible for agency securitisation. Now is the time to study credit trends and identify opportunities to pick up the slack.

A screenshot showing GSE Non-QM Patch: DTI Boundary Line Universe

GSE Non-QM Patch: DTI Boundary Line Universe

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Help & Support

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Telephone: +1 646 989 2200
Email: sales@yieldbook.com

Telephone: +1 888 333 5618
Email: support@yieldbook.com

Help desk
Telephone: +1 888 333 5617
Email: howto@yieldbook.com