Modeling, Data Analytics, Pricing and Valuation

Oakleaf has a robust financial modeling and data analytics capability.  Staffed with PhDs, CFAs and financial programmers, we have highly developed expertise in modeling mortgage loans and securitized mortgage structures, credit modeling, home price forecasting and analytics, bank stress testing and student loan ABS.  Our clients engage us to develop complex models and model-based applications, as well as to perform complex custom data analysis, validation and reporting.

We assist our clients with:

  • RMBS and whole loan portfolio analysis, valuation, pricing and exposure analysis
  • Loan Portfolio stratification and diagnostics to assist with understanding the portfolio and its risks and communicating with regulators and other constituents
  • Data validations, data integrity and cross-system checks
  • RMBS transaction cash flow modeling, RMBS Disclosure and bondholder communications
  • Discounted cashflow analysis for pricing and valuation
  • Proprietary model development
  • Custom data analysis to get the most out of the data, including by merging with publicly available datasets to gain insights into business performance
  • Portfolio performance benchmarking and surveillance
  • Dodd-Frank Stress Testing and Comprehensive Capital Analysis and Review (DFAST and CCAR)
  • Custom pricing, valuation and cashflow modeling for common and esoteric instruments