ANALYTICS & REPORTING

Models are simply tools, and as such, the quality of the analysis depends on who is using them. Our team has over 20 years of experience providing actionable analytics to hundreds of clients. However, the primary driver behind our next-level analytics is the incorporation of real-time market intel from our trading desk (with its daily interactions with lenders, servicers, and decision-makers) as well as our team’s rich experience managing the portfolios and assets of public companies.

Years Valuation Experience

Unique Portfolios Valued Per Year

Valuations for Assets Acquired/Sold

Client Portfolio Size

ANALYTICS & REPORTING

Valuation Models

Incenter leverages a variety of valuation models to more accurately and appropriately model your assets. However, ICA’s advantage is its team. ICA’s resources have either 30+ years of experience modeling these assets, or 15+ years managing and modeling the assets for public companies. It is the quality of the models, expertise of resources combined with our active trading desk that makes ICA valuations some of the most relied upon in the industry.

For MSR valuations, ICA is able to use static, stochastic (OAS) and hybrid modeling techniques. ICA also has robust models for whole loan valuations, corporate financials, balance sheet forecasting, and more.  Our analysts see it as a point of pride that they can model any asset and any financial situation – put them to the test and see how they can help you gain greater insight into your business.

MODELS

Loans/MSRs

  • IRR
  • Cash Flow Models
  • Option Adjusted Spread (OAS)
  • Prepayment Model
  • CF/Returns Model
  • Current Coupon Model
  • Primary Rate Model
  • Delinquency/Credit Model
  • MSR (Static, Stochastic, Hybrid Modeling Techniques)

Corporate

  • CCAR/DFAST Models
  • Discounted Cash Flow (DCF)
  • Leveraged Buyout (LBO)
  • ROE/ROA
  • EAR/EVE
  • Balance Sheet Forecasting
  • Budgeting/Financial Planning
  • Ad Hoc

ASSET TYPES

  • MSRs (Forward & Reverse)
  • Residential Mortgages (Forward & Reverse)
  • Commercial Real Estate
  • Renewable Energy
  • GNMA Early Buyouts
  • BOLI/COLI
  • Unsecured Lending (Personal, Student, CC)
  • Investment Securities
  • Trust Preferred Securities

Hedging & Risk Management

Incenter’s customized solutions provide each client with a specific, targeted-servicing asset valuation, and a hedge designed to maintain that value through all different rate environments.

Incenter can run valuations using either actual/ economic inputs or inputs based on fair value/ generally accepted market assumptions. This enables clients to create a program that meets their goal, whether it is: (A) To maintain GAAP earnings & reduce earnings volatility, or (B) To meet targeted return levels & protect expected asset cash flow.

Servicing Portfolio

Origination Pipeline

Bank Balance Sheet Hedged

Risk Advisory

  • Hedge Advisory – Shocks & Sensitives
  • Manage KPIs/Risk Exposures
  • Trade Recommendations

Trading

  • Registered Investment Advisor (RIA)
  • Trade Execution Services
  • Trade Confirmations & Reconciliations

Valuation

  • OAS Valuations (Forward MSR)

Dashboards & KPIs

While data can be one of the most valuable resources for financial success, it can only be effective if appropriately harnessed. Overwhelming amounts of data can be streamlined into intuitive and actionable reports. Our team has sat in the seat and managed banks, platforms, and portfolios and is able to bring unique insights into business drivers and essential KPIs.  Equally as important is extracting anomalies and trends out of data sets, to identify opportunities and risks. Our team’s experience is best-in-class at identifying unique insights out of endless data. Regardless of your needs, let us help you leverage your data to achieve your financial objectives.

REPORTING

  • Key Performance Indicators (KPIs)
  • Key Risk Indicators (KRIs)
  • Margins (Time 0, Day 1, and Final)
  • Segment Profitability
  • Efficiency Ratios
  • Ratio Forecasting
  • Marginal vs Fully Loaded Costs
  • Capacity
  • Turn Times
  • Portfolio Stratifications / Insights
  • Drivers / Forecasts of Key Ratios
  • Hedge Effectiveness
  • Key Thresholds / Risk Limits
  • Tolerance Levels

DASHBOARDS

  • Risk Management
  • Asset Management
  • ALCO
  • Counterparty Risk
  • Internal Audit
  • Compliance
  • Regulatory Dashboards
  • Executive Leadership Dashboards

Committee / Board Presentations

Best-in-class ability to turn copious amounts of data into consumable, intuitive and insightful presentations. Effective presentations save time and energy, and promote better decision-making.

ICA can create committee presentations driven by repeatable and automated spreadsheets for you with clear instructions on how to update so that there is consistency and uniformity in reporting, further improving viewers understanding.  ICA can also help with ad-hoc board presentations related to changes or shifts in strategy, complex recommendations or portfolio explanations. Leverage our team as an extension of your resources.