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MORTGAGE PLATFORM FOR INVESTMENTS & REINSURANCE

Milliman M-PIRe

OVERVIEW

A better, faster way to see risk and profitability in the CRT market.

Article

CRT 101: Everything you need to know about Freddie Mac and Fannie Mae Credit Risk Transfer

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Benefits

A holistic mortgage valuation & securitization platform

Review collateral


Model collateral & review results


Run simulation model & extract structure cash flows


Aggregate portfolio participation

Features

M-PIRe valuation & securitization software features:

Data visualization

Data visualization

Collateral Types

Collateral Types Modeled in M-PIRe

Insight

Related insight

INDEX

Milliman Mortgage Default Index: 2023 Q3

Mortgages expected to become delinquent in the future rose to 3.10% in Q3, up from 3.03% in Q2, according to the latest Milliman Mortgage Default Index (MMDI).

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Index

Milliman Mortgage Default Index, Q1 2020

Quarterly publication will evaluate default risk of U.S. mortgages delivered to Freddie Mac, Fannie Mae, and Ginnie Mae.

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White paper

Interact with the MMDI, Q1 2020

Quarterly publication will evaluate default risk of U.S. mortgages delivered to Freddie Mac, Fannie Mae, and Ginnie Mae.

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Article

In it for the long-haul: A case for the expanded use of the GSEs' reinsurance CRT executions

COVID-19's impact on the CRT markets

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White paper

Portfolio risk management Repurchase risk for non-QM mortgages

In the wake of the 2008 global financial crisis, many risk managers were caught flat-footed with representations and warranties exposure, also commonly known as repurchase exposure.

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White paper

M-PIRe housing market insights: A tale of two metros

What is the current state of housing markets and what are some possible future trends?

White paper

Understanding mortgage reinsurance loss reserves

We consider the dynamic and hybrid loss-ratio methods to be the most robust when reserving for reinsurers' mortgage exposures.

Article

Forecasting the housing market

We give some guidance on housing affordability and home prices, considering the potential long-term impacts of recent supply and demand dynamics.

Article

The housing market is slowing down...what does that mean?

Using updated industry data, we shed light on questions about housing demand and supply, higher interest rates and affordability, and how prices may trend.

Article

Housing market madness: An in-depth comparison of the housing markets during the global financial crisis and the COVID-19 pandemic

Unlike 2007, a low inventory, higher costs for materials, and labor shortages now drive price appreciation, rather than loose underwriting and speculation.

Webinar series

CRT Executive Summary

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Resources

M-PIRe resources

Brochure

M-PIRe brochure

FAQ

Consulting

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