ANALYTICS
Mortgage Loan Data Reporting Tools (InCyt)
In today’s uncertain market, many issuers of MBS and owners of mortgage loans are seeking tools to better understand their assets as well as the capability to provide high level and detailed reporting on performance at a moment’s notice.  That’s why Clayton, a respected industry leader in surveillance and due diligence, developed InCyt — a dynamic analysis and reporting platform — to meet client needs for increased transparency, deeper and more-timely data analysis, and ongoing scrutiny of asset and deal performance.  Incyt provides the capability to compare and analyze performance across a portfolio, so investors and other entities who may have pools of loans with more than one servicer have a common platform to compare performance at the servicer level.

InCyt allows loan-level mortgage analysis at the click of a button, helping to pinpoint risk, provide insight into trends and relationships among various data points and identify potential performance issues both pre- and post-securitization.  InCyt leverages hundreds of client provided data points from both origination and performance data to design user-friendly dashboard and dynamic reports covering various content areas.


Content Focused Reporting
Examples of pre-defined reports include:
  • Collateral – targets loan characteristics and their distributions, including FICO, LTV, balance, loan purpose, property type, occupancy, origination channel, ARM rate change terms and more
  • Delinquency – analysis and trending on delinquencies by lien position, portfolio, servicer and other characteristics; also includes cure & roll and bankruptcy reports
  • Loss – analysis on monthly losses and loss trending by originator, portfolio, geographic location, and servicer; also includes reports on value declines and loss severities
  • Mortgage insurance – pending and paid MI claims
  • Prepayments – conditional prepayment speeds by vintage and product type
  • Value decline – reporting of high value declines by user-specified location parameters (city, county, state, etc.)
  • REO and foreclosure timelines - analysis of REO/foreclosure status and foreclosure timelines
  • Summary – generous report set for aggregating and trending pools by vintage, servicer and other characteristics
Customization Options
  • For clients needing customized reporting, Clayton is available to work to help define and deliver customized reports
  • End users can design, refine and save reports through the “slice and dice” functions inherent in InCyt reports