FIS Applied Analytics
Delivering intelligent, accurate risk analytics to the mortgage industry via our highly regarded quantitative methods.
The FIS Applied Analytics library provides prepayment and default models for fixed, adjustable, prime and subprime mortgages, home equity loans and home equity lines of credit, manufactured housing and others. The FIS Applied Analytics library is integrated with all major analytics, proprietary, ALM and servicing systems and includes interest rate processes and other valuation and risk management tools for mortgage-backed securities (MBS), asset-backed securities (ABS) and collateralized mortgage obligations (CMO).
- FIS Applied Analytics has developed a score product to enable better understanding of prepayment propensity at the loan level.
- FIS Applied Analytics provides a complete set of prepayment modeling and historical performance analysis tools for customized applications.
- FIS Applied Analytics can create tailor-made prepayment models to fit users' data sets.
FIS Applied Analytics counts leading broker/dealers, institutional investors and mortgage banks as clients, including the five largest banks in the United States, and houses decades of Wall Street and mortgage banking experience in its offices in San Francisco, Boston and New York. Every day, thousands of users depend on FIS Applied Analytics’ prepayment analysis distributed on Bloomberg.
Whether you are a Wall Street dealer, a small bank, a giant mortgage servicer or a money manager, FIS Applied Analytics can help you proactively manage prepayment and default risk.
Contact Us
Call us at 415.989.9800 or send us an e-mail to find out more about FIS Applied Analytics and how we can add the power of data analytics to your portfolio.