Residential Mortgage

Cognilytics Decision Analyzer streamlines risk assessment, valuation, decision modeling and predictive analytics for large, complex mortgage datasets into one comprehensive, high performance platform with locked down, end to end transparency. Decision Analyzer provides unique advantages to pooled mortgage investors and mortgage servicers. Our Hadoop-powered model execution platform crunches big data faster, with better control and visualization, enabling more accurately prediction of impacts of market dynamics on credit risk, market risk, and loss mitigation programs. Thus, Decision Analyzer enables tighter reserve planning, faster response to emergent market dynamics at any scale and locked-down, transparent solution facilitates compliance with FAS 141R, SOP 03-3, and OCC 2011-12.

Administration
• Elegant, secure control of roles and permissions for all enterprise users

Data Management
• Flexible input for client defined data variables
• Built-in monitoring and alerts for data hygiene

Decision Engine
• Cash flow and severity models across product types: Conventional, Jumbo, ARM, NEG-AM, Second Liens.
• Built-in lifecycle event predictive model: Pre-pay, Default/Loss, Refinance, Foreclosure, Short Sale.
• Model Co-tenancy capable: Custom, Client, Cognilytics or Third Party
• Hadoop-powered high performance execution of intensive models, e.g., MCMC, Bayesian, multivariate time series regressions.
• Cash flow and NPV calculations with client defined input
• Stress testing and what-if query capability

Execution Management
• Manage active and historical simulation jobs on multiple dimensions
• View simulation details, error reports