Subscribers may identify RMBS for which SCR will provide regular sensitivity analyses in return for a quarterly fee. These analyses illustrate the model derived price, yield, weighted average life and cumulative loss results of various shifts, both parallel and nonparallel, of our bespoke Curves. The Service is also available on a one-off non-subscription basis for clients not requiring ongoing analysis and commentary.
On a day-to-day basis subscribers also benefit from direct access to SCR’s market and structuring experience. SCR senior staff are available to discuss subscriber generated strategies, to which SCR may offer alternatives to achieve a superior risk/reward profile, or to further discuss SCR’s ideas.
As purely an independent research company, our analysis is not influenced by portfolio driven pressures or banking relationships. The focus of our research is to help investors reach conclusions by forecasting the impact of developments affecting individual mortgages, mortgage securitizations, regions, or the RMBS market as a whole. For RMBS research we aim to provide a more in depth and independent view than many investors have access to either internally or externally. This provides an alternative to the investor’s in-house analysis and allows for independent model or VaR calibration. The combination of SCR’s independence, experience and analytics provides subscribers with the ability to improve portfolio returns and minimize risk. Through the common goal of seeking superior returns and risk minimization, SCR’s interests are perfectly aligned with the subscriber.