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Portfolio Analysis - Residential

Portfolio analysis can be as comprehensive as needed.  A simple portfolio analysis consists of:

  • Tape cracking
  • Portfolio stratification with attention paid to high risk aspects
  • Cash flow model
  • Loss assumptions
  • Loss mitigation/refinance options

Simple analysis may not be enough however.  It won't catch the details needed to differentiate between portfolios with few and many problems.  What's needed is an experienced eye to spot issues, and an understanding of the entire mortgage origination and servicing process.  Having a full understanding of the how, why and who will give a much better certainty relative to pricing and loss assumptions.  

The following items, in addition to critical credit stratifications, are important and will potentially have a material impact on portfolio returns: 

  • The origination channel; wholesale/correspondent/retail
  • Loan guidelines and exceptions
  • Existence of piggybacks/HELOCs
  • Loan operations structure
  • Management structure and compensation
  • Fraud
  • Production commission structures
  • Loan origination systems
  • Secondary marketing function
  • Loan closing operations/process
  • Intended and actual loan investor
  • Origination entity’s reputation/history/issues
  • Servicing entity history/reputation/issues
  • Servicer loss mitigation capabilities
  • Servicer management and compensation
  • Mortgage, note, and title errors and deficiencies
  • Custodian reporting/operation
  • Data integrity

While this list isn’t comprehensive, it does highlight the need for a full understanding of all aspect of a loan portfolio in order to get the best possible performance and results.

Further analysis can consist of site visits, loan file (collateral and/or credit) review, servicer assessment, even legal document review. 


Please contact Whole Loan Capital, LLC for further information.