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MORTGAGE PLATFORM FOR INVESTMENTS & REINSURANCE

Milliman M-PIRe

A comprehensive platform to evaluate mortgage investment opportunities, trends in the market, and portfolio aggregation

OVERVIEW

A better, faster way to see risk and profitability in the CRT market.

Milliman M-PIRe™ is a flexible web-based tool that provides clients with an automated and controlled process to efficiently evaluate and manage their exposure to the mortgage market. For credit risk transfer opportunities, the platform includes all of the data, models, and reporting tools required for both bonds and insurance exposures. The platform offers clients maximum flexibility and customization to meet their specific needs.

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ADVANTAGES

M-PIRe advantages

EVALUATION FRAMEWORK

One holistic platform

For one transaction, or for a portfolio of exposures, M-PIRe allows users to perform all the necessary functions required to sufficiently evaluate an opportunity including: detailed collateral reviews, modeling the deal structure, perform deterministic and stochastic scenarios, and monitor risk trends developing within the mortgage market.

Review collateral

Understand seasoning, geographic distribution, and concentration of risk factors

Model collateral & review results

  • Use proprietary loan-level econometric model to generate performance estimates
  • Evaluate drivers of risk through deterministic baseline and stress scenarios

Run simulation model & extract structure cash flows

  • Use M-PIRe’s simulation model to create a stochastic perspective around baseline estimates
  • Review performance of each tranche/insurance contract within the deal structure

Aggregate portfolio participation

Reflect transaction participation amounts and correlation to generate portfolio view

BENEFITS

M-PIRe benefits

Consulting

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Insight

Related insight

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INDEX

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Podcast

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Resources

M-PIRe resources

Brochure

M-PIRe brochure

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