Yield Book Analytics Webinar: Introducing the Loan Collateral Analyzer (LCA)

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Presented by

Aysegul Erdem, Analytics Product Manager and Mo Bhuiyan, Analytics Product Manager

About this talk

With the abundance of loan-level information, there is a growing need to analyze varied and complex data sets. Yield Book, part of Information Services Division at London Stock Exchange Group is proud to present Loan Collateral Analyzer (LCA). LCA provides the ability to peer into securities, whether it is a level 1 pool or ReREMIC, and go down to the most granular form, the loan-level while keeping track of participation. In addition to the linking of securities to loan-level, users are then able to categorize and filter based on customizable specifications. All of which is linked to our extensive historical loan-level database to provide past performance/speeds. Webinar will cover: •Overview of LCA •Displaying balance and prepay dispersions across loan characteristics for a deal •Loan-level comparison of two similar pools •Benchmark analysis using Yield Book CMO cohort •Viewing the loan level data and explaining the challenges
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