# Oasive Agency MBS Analytics

Collateral and prepayment analysis across pass-throughs, on proprietary models trained on loan-level data.

Who it is for: Agency MBS PMs, traders and analysts, and the risk teams that work with them.

## What it does

- Loan-level prepayment models: Proprietary models trained on loan-level data, with each projected speed broken into its components.
- Pool screening and relative value: Screen pools and compare relative value by collateral, with S-curves by agency, coupon and cohort.
- Portfolio risk: Portfolio risk and scenario analysis.
- Custom research: Custom research for your book.

## Questions

### What goes into the prepayment model?

Agency loan-level data, so speeds reflect borrower and loan characteristics rather than pool averages alone. Each projection is broken into its components.

### How do I compare pools?

By collateral, agency, coupon and cohort, with S-curves for each.

### What market data is included?

Issuance, speeds and holdings by banks, the Fed, dealers, funds and foreign investors.

### How much does it cost?

Pricing is set with each team, with enterprise-grade data governance and white-glove onboarding. Request a demo below.

## Links

- Product page: https://oasive.ai/agency-mbs-analytics
- Request a demo: https://oasive.ai/agency-mbs-analytics#request-access
- Price: contact us or request a demo
- Oasive Municipal Credit Research: https://oasive.ai/municipal-credit-research
- Oasive Macro & Rates Research: https://oasive.ai/macro-rates-research
- Overview: https://oasive.ai/llms.txt

Contact: hello@oasive.ai