TrueStandings Securities
TrueStandings Securities provides investors access to the most comprehensive source of credit risk and prepayment information available anywhere—loan-level data detailing the collateral underlying over 80% of the active private-issue mortgage-backed securities initiated since 1992. Using this web-native analytical tool, investors can:

• Identify high-risk collateral underlying securities
• Support investment decisions with comparative analyses
• Profile expected performance of new issuers, collateral types
• Monitor securities performance by benchmarking against markets
• Analyze, evaluate portfolios quickly, drilling down to loan details
• Generate complex, automatically-updated analyses, reports
• Work anytime, anywhere with pure web-based technology

RiskModel
Investors use LoanPerformance’s RiskModel to profile the performance and project the volatility of collateral underlying loan pools and securities. Drawing on the mortgage industry’s most comprehensive database—over 70 million prime and subprime loans—and employing sophisticated statistical modeling, the RiskModel lets investors:

• Rank level and range of risk on whole loans, securities
• Forecast loan pool prepayments, delinquencies, defaults
• Project impact of interest rate volatility, housing market declines
• Create stress scenarios to test package performance under duress
• Avoid future write-downs from unexpected prepayments and losses
• Project probable-outcome distributions using Monte Carlo simulations
• Benefit from the same forecasting accuracy used by large aggregators

TrueLTV
TrueLTV enables investors to identify, evaluate, and monitor the impact of HELOCs and other second-mortgage liens on active first-mortgage pools and portfolios. Starting with user-supplied first mortgage files, TrueLTV searches LoanPerformance and First American databases and appends any additional liens, including dates and amounts. Graham-Leach-Bliley-compliant, TrueLTV identifies all types of second liens:

• Silent seconds (seller-financed seconds)
• Piggyback seconds (simultaneous originator-provided seconds)
• Up-sell or cross-sell seconds (subsequent originator-provided seconds)
• Borrower-initiated seconds

PreTell
The first loan-level prepayment scoring tool, PreTell predicts the probability of a loan prepaying compared to another loan of the same type (Alt-A, subprime, etc.). Built with industry support and validation from leading originators, servicers, traders, investors, and guarantors, PreTell gives insurers unprecedented power to:

• Leverage robust traditional, demographic, performance data
• Quantify near-term prepayment risk embedded in portfolios
• Identify overall likelihood of a loan to pay off
• Predict whether prepayment will be refi or move
• Evaluate portfolio servicing and retention strategies
• Evaluate pricing for production, secondary marketing
• Automate real-time scoring of portfolio risk, retention, valuation

Servicing Scorecard
LoanPerformance’s Servicing Scorecard lets investors evaluate collateral servicing performance as a component of yield—and calculate the value of loss remediation. The Scorecard’s ability to isolate loss components, loss frequency, and loss severity helps investors identify likely performance improvements. Servicing Scorecard lets investors:

• Factor servicing impacts into securitizations
• Compare collections, foreclosures, REO to market
• Define and illustrate serviced-collateral value standards
• Demonstrate average loss, loss frequency, loss severity
• Isolate servicing component of return on investment
• Monitor loan pool servicing performance over time
• Track effects of servicing improvements