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1. (WO2013119648) SYSTEM AND METHOD FOR VALUATION AND RISK ESTIMATION OF MORTGAGE BACKED SECURITIES

Pub. No.:    WO/2013/119648    International Application No.:    PCT/US2013/024913
Publication Date: Fri Aug 16 01:59:59 CEST 2013 International Filing Date: Thu Feb 07 00:59:59 CET 2013
IPC: G06Q 40/00
Applicants: OPERA SOLUTIONS, LLC
Inventors: LIAO, Yuansong
YAN, Rui
GU, Ming
SUN, Xian
ZHANG, Xing
KANDASAMY, Guhan
SRINIVASAN, Laks
ZHANG, Bo
Title: SYSTEM AND METHOD FOR VALUATION AND RISK ESTIMATION OF MORTGAGE BACKED SECURITIES
Abstract:
Systems and methods for investment production valuation and risk estimation for mortgage-backed security products are provided. In one embodiment, the disclosure provides a system for investment product valuation and risk estimation, comprising a computer system for receiving information about a mortgage-backed security, an engine executed by the computer system and processing the information about the mortgage- backed security to disaggregate individual loan data, the engine simulating future prices scenarios of the mortgage-backed security using one or more computer models to generate valuation and risk estimation data for the mortgage-backed security, and a user interface generated by the system for presenting a report to a user which includes the future price scenarios of the mortgage-backed security.