Financial Performance
& Risk Management

Prepayment Modeler


Simplify Your Prepayment Modeling Processes
Prepayment Modeler is an online calculator for finance managers to quickly and efficiently generate forward-looking estimates of prepayment speeds. Using Prepayment Modeler, you can calculate a constant prepayment rate (CPR) that is specific to your loan portfolio as opposed to using generic CPRs based on national averages.

As a result, you will be able to calibrate your prepayment expectations to actual prepayment behavior exhibited by your existing loans as well as model expected CPRs as interest rates fluctuate.

Get Defendable Valuations Quickly 
Prepayment Modeler enables you to better estimate the behavioral maturities and resultant cash flows of each loan or instrument within your portfolio by calculating forecasted prepayment speeds that better reflect the behavior of your customers and the characteristics of your market.

That helps you account for prepayment patterns and apply these patterns to your asset/liability and budgeting management processes. It also enhances your understanding of how prepayment may impact your balance sheet.

Add Precision to Modeling Process
Prepayment Modeler allows users easily to either import a file or manually enter historical prepayment data for mortgages, non-mortgages, bonds and other loans.

Based on the data provided, Prepayment Modeler will produce probable prepayment metrics for your specific portfolio of assets under various market rate scenarios, maturity levels and seasonality factors.

Cost-Effective, Improved Modeling Performance
Prepayment Modeler helps finance managers improve cash flow forecasting, more accurately value assets and obtain consistent proof of active prepayment analysis.

 

  • Learn More
  • Prepayment Modeler Brochure