(+1) 888 763 1346 info@vichara.com

vRMBS Solutions

Vichara’s V* Solutions sets a new standard in high-performance computing for granular trading analytics, valuation and risk management software for the fixed income markets.

Vichara’s vRMBS Solutions is the comprehensive software package that facilitates the loan-level analysis of agency and non-agency residential mortgage-backed securities.


RMBS Analytics

  • True loan-level analytics
  • Multi-scenario analysis including OAS
  • Support for features like stop advances, loan modifications, subsequent recoveries, step-up rates
  • Highly parallelized, cloud-based computing
  • Integrates proprietary and 3rd party loss and prepay models
  • Customized reporting

Data Analytics

  • Ultra-fast multi-dimensional stratifications
  • Ad-hoc queries
  • High speed reporting with Excel and web based tools
  • Modeling framework


  • True loan-level analytics
  • Highly parallelized
  • Cash and synthetic structures

Portfolio Management System

  • Straight-through processing
  • P&L with matrix pricing
  • Financing and Cash Management

Data Mangement & Mappings

  • Very timely, zero-lag availability
  • CoreLogic, Intex, GSEs and trustee data sources
  • Mappings drive prepay, default & loss models

Software & Data Processing Support

  • 24/7 Operational support
  • Custom software development and integration

vRMBS is distinguished by several features that make it unique in its field: it constructs a “hybrid best record” for loan data combining data from various sources at loan, group and deal level and, being specially optimized for grid computing, it ensures that even with a sophisticated loan-level risk model it would take only a few hours to generate analytics for the entire universe of agency, non-agency deals and ABS CDOs under multiple interest rate, HPI and loan-level prepay/loss scenarios. vRMBS provides:

  • Multiple loan sources – Loan Performance, trustees, Intex for Non-Agency and GSE, Intex for Agency CRT
  • Mapping loan data across sources at loan, group and deal levels
  • Grid-based computing framework
  • Analytics for the universe of non-agency deals under multiple prepay/loss model, interest rate, HPI scenarios
  • vLens for ultra-high performance loan data analysis for historical surveillance and modeling