Our platform, InCol Intelligence, provides access to a new level of reporting and analytical capabilities

InCol Intelligence provides greater visibility, statistics before stratification, giving superior portfolio analysis and detail for:

  1. management reporting, audit and regulatory requirements;
  2. the preparation, ongoing monitoring and assessment of collateral for funding; and
  3. analysis for whole loan portfolio sale and purchase transactions.

This service is available for standalone Mortgage Pool Analysis (the Green Room facility) or as an integral component of InCol’s funding activities.

There are three components to the platform, Pool Analytics, ABS Analytics and the Independent Analytics Method.

InCol works continuously to update and improve the analytics platform to meet the diverse needs of financial institutions, investors and other users in a changing environment

Pool Analytics

The user has the capability to analyse a pool on three different levels; the Summary Pool Characteristics provide an overview of the mortgage pool and the In-depth Analysis provides a broader and deeper view of the pool. Additionally, the user can filter through any of the In-depth Analysis fields to access and analyse a subset of the data across all other fields.

ABS Analytics

The user can determine the weighted average Probability of Default, Loss Given Default and First Loss Piece for each mortgage pool. This is based on ratings agencies’ methodologies for Residential Mortgage Backed Securities (RMBS) analysis. The more conservative outcome at each ratings attachment point is reflected in the analysis.
The ABS Analytics also allows the user to stress the cash flows associated with the pool and to draw comparisons between the stressed scenario and the base case.

Independent Analytics Method (IAM)

IAM is a market first in respect of mortgage portfolio analytics. It serves three purposes:

  • It is an overlay to corroborate and sense check the veracity of the ratings agencies’ RMBS analysis.
  • It allows users to input their chosen Constant Prepayment Rate, Correlation and Required Spread to construct a portfolio loss distribution profile, assess concentration risk and to determine detailed cash flows arising from the mortgage collateral backing a bond..
  • It facilitates test outcomes and the valuation of mortgage portfolios in different market scenarios.

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