Additional Services

We offer the following services to support our primary lines of business.

Mortgage Banking Derivatives (IRLCs)

We assist our clients in valuing and accounting for the derivatives that arise from mortgage banking activities, including IRLCs and forward loan sales commitments.

Fair Value Footnotes

We provide fair value estimates for financial instruments based on discounted expected cash flow analyses. Our estimates include life-of-loan credit losses and our analyses can be quickly converted into a CECL ALLL estimate.

ALM Model Validation

We validate all the primary ALM models in the industry, and perform our review in the context of our client’s policies and procedures and recent financial performance.

Non-Maturity Sensitivity Analysis

We provide non-depository sensitivity analyses to help financial institutions mitigate interest rate and liquidity risks.

Non-Agency MBS

We provide Other Than Temporary Impairment “OTTI” analyses and fair value estimates for approximately 400 Non-Agency MBS per year.

TruPS

Each quarter, we provide discounted cash flow OTTI analyses and estimates of fair value for over half of all currently active TruP CDOs.