Portfolio Analysis Case Study: Investment Banking Firm Licenses JWL to Overhaul Whole Loan Portfolio Analysis

The client, a U.S-based investment bank, wanted to leverage third party whole loan analytics for use within its fixed income management division.Ideally, the client wanted to be able to use one application to conduct end-to-end analytics for their residential loan portfolio. Five Bridges worked with the client and determined that the customization features offered in Javelin’s whole loan analytics platform, JWL, would offer the tools needed for the client’s project. read more

Pricing & Valuation Case Study: Large Nonbank Mortgage Aggregator Licenses Javelin Whole Loans (JWL) Platform for Pricing and Valuation Analysis

A large nonbank mortgage aggregator wanted to improve the granularity and accuracy of its pricing used for its QM-eligible correspondent lending activities. The current process was labor intensive and did not capture as many loan level risk attributes as it could. They were in need of a single platform that had the capability to perform valuations at loan- and portfolio levels quickly and accurately. read more

Profitability Case Study: Mortgage Portfolio Operation Leverages JWL to Assess the Ongoing Profitability of its Business

A mortgage portfolio lender was interested in upgrading its P&L process by leveraging the Javelin Whole Loan (JWL) Platform. The solution required integration with the existing profitability system used by the firm but tying in the JWL’s suite of analytic models that accurately assess the competing risks of credit and interest rate risk simultaneously across the bank’s varied mortgage products. read more

Pricing & Valuation Case Study: Large Nonbank Mortgage Aggregator Leverages Javelin Whole Loan (JWL) Platform for Pricing and Valuation Analysis

A large nonbank mortgage aggregator wanted to improve the granularity and accuracy of its pricing used for its QM-eligible correspondent lending activities. The current process was labor intensive and did not capture as many loan level risk attributes as it could. read more

Debt Restructuring/Loan Modification Case Study: Licensing JWL to a U.S G-SIB

The client, the mortgage servicing division of a major U.S. bank holding company, needed to meet regulatory requirements set forth by the FHFA in the Home Affordable Refinance Program (HARP). The client was in need of whole loan analytics tool to forecast the risk associated with the loan modification program for their residential mortgage servicing portfolio of $50+ billion. The desired tool needed to be sufficiently flexible to handle loan valuation at multiple levels of granularity, as well as be adaptable to the existing process. read more

Stress Test Case Study: Leveraging JWL for Stress Testing Project for a Medium-Size U.S. Commercial Bank

Regulators had identified weakness in the bank’s risk management processes for analyzing the impact of stress economic scenarios on its consumer risk exposures. The bank needed to accelerate its stress testing capabilities beyond its in house capabilities by leveraging the Javelin Whole Loan (JWL) Platform for analyzing various stress scenario impacts. read more

Loan Loss Reserving Case Study: Large Community Bank Leverages JWL for Loan Loss Reserve Process

A large community bank wanted to migrate away from a roll rate methodology that was subject to more manual error and not easy to run each quarter to a more analytical and efficient approach. The bank did not have much modeling expertise so the enhanced methodology needed to be easily integrated into existing risk management workflow. Five Bridges approached the client about using the Javelin Whole Loan(JWL) analytics platform for its easily adapted and streamlined UI. read more

Retention and Marketing Analysis Case Study: Using MAP AVM to empower customer services teams

This mid–sized commercial bank client uses various tools to help identify retention and marketing opportunities in the bank’s mortgage portfolio. Competition for borrowers in their footprint is strong so they needed to increase the ROI on marketing opportunities. Identifying quality retention candidates is critical to proactively maintaining relationships with existing customers. read more

Quality Control on Appraisals Case Study: Large U.S. Commercial Bank Leverages MAP AVM to Identify and Eliminate Appraisal Fraud

The client, a U.S-based commercial bank with a large residential mortgage portfolio, was facing concerns due to potential fraud with short-sale properties within its portfolio. In order to address these concerns, the client required a model-generated market value to use as a second opinion on short sale appraisals. The client determined that an automated valuation model(AVM) would be a perfect fit for their quality control business requirements. Five Bridges approached the client and identified MAP(Market-Assessed Price) AVM as a potential solution because of its speed and accuracy in generating market values for residential properties. read more