Mark it where it trades.
Institutional MSR valuation, sensitivities and hedging analytics — the rigor of a specialist valuation shop, brought directly onto the trading surface so the mark and the trade never diverge.
Rate-shock scenarios recomputed on the full book
Prepayment models tuned to coupon, incentive and seasoning
Mark-to-market reconciled to observed trade levels
Every valuation traceable to a single loan and assumption set
Three things a desk needs.
Valuation you can defend
Fair value, LOCOM and expected-trade-price marks from a transparent loan-level DCF. Every number ties back to an assumption log — prepayment speed, default rate, servicing cost and discount curve — so a mark survives an audit and a counterparty challenge alike.
Scenario & sensitivity
Shock rates ±100 and ±200 bps, flex prepayment and delinquency, and watch value, duration and convexity move across the portfolio. Stress the book the way a risk committee will.
Retain vs. release, and hedging
A daily, defensible retain-vs-release signal and an expected-trade-price feed for the secondary desk, plus concentration, prepayment and credit risk flags and hedge context against MBS/TBA.
The market data behind the marks.
Signal is our public read on the drivers of servicing value — rates, prepayment, MSR multiples and credit. Explore the same data your valuations run against.
Open Signal→Want a mark on your portfolio?
Send us a tape and we'll run an independent loan-level valuation with your assumptions — and show you where it would clear on the exchange.