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Analytics Services

IMA’s analytics services are focused on helping banks, credit unions, mortgage companies and other investors gain greater control over their MSR outcomes.  Our strength and differentiator is our ability to create client-specific risk profile by customizing standard models.  We apply market surveillance and data to guide decision-making throughout the MSR life cycle.


IMA’s Analytics Services have developed several tools to assist in the analysis of MSRs. These analyses provide an overall perspective regarding the fair market value and economic value of a given portfolio relative to current conditions in the secondary market. The analyses are structured to fit a company’s needs and encompass multiple scenarios from retaining the asset and/or selling the asset while identifying the economic and risk factors for all scenarios analyzed. The information contained within the valuation is useful to support the value of your servicing portfolio to management, outside auditors, regulatory bodies, and/or warehouse lenders.


IMA provides its clients a choice of monthly, quarterly, bi-annual or annual MSR Valuations.  For each valuation that IMA performs for its clients, we provide a fair value assessments unique to our clients portfolio's performance, providing pricing on a loan level basis breaking out the portfolio by new originations, paid-off servicing and retained servicing period, over period. We will also run detailed asset specifics relative to key rate exposure, as well as critical assumption stress testing (including but not limited to cost to service, prepayment speeds, yields, spread and discount rates).

In addition to our standard or static MSR valuations, we can provide you with enhanced MSR valuations, representing a more detailed analysis using a stochastic (OAS) approach in valuing the asset.  This valuation service provides you with a more in-depth analysis of your interest rate exposure, measuring detailed duration and convexity.  Additionally, given the complexity of evaluating the change in value period over period, we will create detailed attributions which quantify key rates, curve shape and other volatility measures.


With IMA, you not only get the how and the what but the why, too.


Anatomy of an MSR

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