PowerSeller Risk Manager Reports
Below is a sample list of standard reports included in Risk Manager. |
MTM (Mark-To-Market) Reports
Position Summary - Segment Rollup |
| One page overview of all loans and hedges, including shock analysis and fallout analysis |
Position Gain Summary by Position Summary Group |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using the Position Summary Grouping Instructions. |
Position Gain Summary by Loan Instrument |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using Loan Instrument Classes. |
Loan Level Mark-to-Market |
| Displays all the cost and value components that comprise the G/(L) for each loan. |
Position Gain Summary by Investor Instrument |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using Investor Instrument Class that provides their market value reference. |
Position Gain Summary in BPS by Settlement Month |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans and hedges are grouped using expected settlement month into which the loans would be delivered. G/(L) is phrased in BPS ( i.e. Gain / Loan Volume). |
Position Gain Summary by Time Slot |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped based on the time remaining until the loans could be delivered. The time slots are divided into 15 day increments. |
Position Gain Summary in BPS by Hedged Delivery Month |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Hedges are grouped using the expected delivery month of the loans they are targeted to hedge. G/(L) is phrased in BPS ( i.e. Gain / Loan Volume). |
Position Gain Summary by Hedged Delivery Month |
| Indicates G/(L) of loans and segments trade G/(L) associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Hedges are grouped using the expected delivery month of the loans they are targeted to hedge. |
Exposure Reports
What If / Overlay Report |
| Useful in understanding how possible trade management actions could impact a specific time slot G/(L) and the total pipeline G/(L). |
Position Volume Summary By Time Slot |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped based on the time remaining until the loans could be delivered. |
Position Volume Summary By Position Summary Group |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using the Position Summary Grouping Instructions. |
Position Volume Summary By Loan Instrument |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using Loan Instrument Classes. |
Position Volume Summary By Investor Instrument |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using Investor Instrument Class that provides their market value reference. |
Position Volume Summary By Settlement Month |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans and hedges are grouped using expected settlement month into which the loans would be delivered. |
Position Volume Summary By Hedged Delivery Month |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Hedges are grouped using the expected delivery month of the loans they are targeted to hedge. |
Position Volume Summary in Dollars by Position Summary Group, Coupon, Delivery Month |
| Indicates how loan volume and associated trades match based upon coupon and delivery month. Can include or exclude a reduction for anticipated fallout. |
Position Volume Summary In Dollars by Loan Instrument, Coupon, Delivery Month |
| Indicates how loan volume and associated trades match based upon coupon and delivery month. Can include or exclude a reduction for anticipated fallout. |
Position Volume Summary In Dollars by Investor Instrument, Coupon, Delivery Month |
| Indicates how loan volume and associated trades match based upon coupon and delivery month. Can include or exclude a reduction for anticipated fallout. |
Position Volume Summary by Position Summary Group (Benchmark Weighted) |
| Indicates delivery volume of loans and segments trades associated with loans by hedging family (MBS, Whole Loan Sales, Dealer Options, etc.) Loans are grouped using the Position Summary Grouping Instructions. Loan and trade volumes are re-denominated in terms of a single trade benchmark. |
| Volatility Rate Cone |
Trades
MBS Trade Summary by Dealer/Counterparty |
| Provides information on dealer / counterparty limits established for position size and unrealized gain size. Current condition is provided. The amount by which the current condition exceeds or is within the limits is provided. |
MBS Trade Detail by Hedged Delivery Month |
| Provides trade level mark to market information grouped by the delivery month of the loans being hedged. |
MBS Trade Detail by Trade Dealer/Counterparty |
| Provides trade level mark to market information grouped by the Dealer / Counter-party through which the trade was initiated. |
Closing Ratios
Closing Ratio Report |
| Displays the closing ratio grids existing for each closing ratio aspect set and instrument group combination. |
Yield Changes Used For Closing Ratios |
| Displays for each loan the closing ratio set referenced. The rate change used to reference the closing ratio grid, the closing rate used and the resulting estimated closing amount. |
All In Closing Experience by Channel |
| One of several reports that display closing experience for a user specified time frame. This channel report categories loans based on their source such as wholesale, retail, Internet, etc. Among the other reports in this family are purpose, program, branch/officer, and combinations of these categories. |
Officer Results Using Lock-In Date |
| Displays a history of monthly closing performance for a branch or loan officer by number of loans or dollar volume of loans. |
Specific Results for an Officer for Loans Locked Over a Specific Period |
| Displays a history of production experience for a specific branch or loan officer for a specific period of time using either the date loans were locked or the date that the result was noted. |
Miscellaneous Reports
|
| Volatility Study |
| Correlation Analysis - Rate Graph |
| Correlation Analysis - Rate Change Graph |
| Statistical Correlation Report SFAS 133 |
Value Changes by Similar Asset Bucket |
| SFAS 133 achieved each day for a specific time frame between loan inventory and their hedges. |
Pipeline Snapshot |
| Provides summary statistics on the loan pipeline. |
Risk Analysis Runtime Statistics Report |
| Provides time to process and process success metrics for the analyze risk event. |
| Market Prices Used For Risk Analysis |
| Value at Risk using Flex Volume - One Day 99% Conf Level |
| Risk Executive Dashboard |