vLens

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vLens is a robust data management and analytics platform developed by Vichara Technologies, designed to handle extensive datasets and transform raw data into actionable insights. It specializes in managing a wide array of mortgage securities data, offering seamless integration of new datasets to meet evolving analytical needs. Key Features and Functionality: - Data Management & Mappings: vLens ensures real-time, zero-lag availability of both agency and non-agency mortgage data from sources like CoreLogic, Lewtan, Intex, and trustees. It also supports credit bureau data from Equifax and TransUnion, with mappings between data sources to facilitate customized loss and prepayment models. - Data Analysis: The platform offers multi-dimensional stratification, a high-speed ad-hoc analytical query engine, and a framework for model development and validation. Users can interact through web-based, Excel, and API interfaces, enhancing accessibility and usability. - Software & Data Processing Support: vLens provides specialized technical and migration support, 24/7 operational assistance, and custom software development and integration services to ensure optimal performance and adaptability. - Value-Added Features: The platform includes tailored reporting tools, additional summary tables for expedited reporting, OLAP interfaces for business intelligence development, and a library of custom columns and queries developed by Vichara. Primary Value and User Solutions: vLens addresses the complexities of managing and analyzing large-scale mortgage data by providing a comprehensive, high-performance solution. It enables financial institutions to efficiently process and analyze vast datasets, leading to more informed decision-making and strategic planning. By integrating diverse data sources and offering advanced analytical tools, vLens empowers users to gain deeper insights, enhance risk assessment, and improve overall operational efficiency in the mortgage securities domain.

vLoans

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vLoans is a comprehensive software solution designed to streamline the management, valuation, and analysis of residential mortgage portfolios. It offers advanced tools for tape cracking, stratification, and pricing, enabling financial institutions to efficiently handle both performing and non-performing loans across various mortgage types, including fixed-rate, adjustable-rate (ARM, hybrid ARM, negative amortization (negam, and home equity lines of credit (HELOC. Key Features and Functionality: - Valuation and Analytics: - Generates monthly loan-level cash flows, accounting for prepayments and delinquencies. - Conducts sensitivity and stress analyses across all risk factors. - Integrates with leading credit and prepayment models, such as Loan Performance and AFT. - Interfaces with proprietary models for home price, credit, prepayment, and interest rates. - User Interface: - Web-based platform accessible from various devices. - Portfolio analysis tools for in-depth examination. - Collateral stratification based on loan attributes. - Price/Yield tables featuring risk measures like duration, convexity, and weighted average life (WAL. - Loan modification analysis capabilities. Primary Value and User Solutions: vLoans addresses the complexities of managing diverse residential mortgage portfolios by providing a unified platform that enhances data accuracy, reduces manual processing, and delivers actionable insights. Its integration with industry-standard models and user-friendly interface empowers financial professionals to make informed decisions, optimize portfolio performance, and effectively manage risk. By automating critical processes and offering comprehensive analytical tools, vLoans significantly improves operational efficiency and strategic planning for its users.

vRMBS

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vRMBS is a comprehensive software solution developed by Vichara Technologies, designed to facilitate in-depth, loan-level analysis of both agency and non-agency residential mortgage-backed securities (RMBS. By integrating advanced analytics, scenario modeling, and market-aware tools into a unified platform, vRMBS empowers portfolio managers, traders, and risk analysts to efficiently evaluate, value, and manage RMBS risks from initial assessment to final trade execution. Key Features and Functionality: - Loan-Level Analytics: Provides detailed analysis at the individual loan level, enabling precise performance tracking and risk assessment. - Scenario Modeling: Supports multi-scenario RMBS analysis, including option-adjusted spread (OAS calculations, to evaluate various market conditions. - Data Integration: Seamlessly integrates with multiple data sources such as CoreLogic, Intex, GSEs, and trustee data, ensuring timely and comprehensive data availability. - High-Performance Computing: Utilizes a highly parallelized, cloud-based computing framework optimized for grid computing, allowing rapid processing of complex loan-level risk models across extensive datasets. - Customizable Reporting: Offers tailored reporting capabilities with high-speed outputs accessible via Excel and web-based tools. - Portfolio Management: Includes a portfolio management system with straight-through processing, profit and loss tracking with matrix pricing, and cash management functionalities. - Re-REMIC/CDO/Index/Portfolio Analytics: Provides true loan-level analytics for complex structures, supporting both cash and synthetic configurations. Primary Value and User Solutions: vRMBS addresses the critical need for precise, efficient, and comprehensive analysis in the RMBS sector. By delivering loan-level clarity and advanced modeling capabilities, it enables financial professionals to: - Enhance Decision-Making: Quickly stratify collateral, monitor performance metrics, and conduct waterfall analyses, facilitating informed investment decisions. - Mitigate Risks: Implement custom stress testing and scenario modeling to anticipate and manage potential market shifts and their impacts on RMBS portfolios. - Optimize Operations: Streamline workflows with an intuitive web-based interface, reducing manual processing and accelerating time-to-insight. By integrating these capabilities, vRMBS empowers users to proactively manage RMBS risks, capitalize on market opportunities, and maintain a competitive edge in the dynamic financial landscape.

vPortfolio

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Vichara's vPortfolio Manager is an integrated and efficient portfolio management solution specializing in Mortgage-Backed Securities (MBS. Designed to meet the complex needs of fixed income market participants, it offers comprehensive support for trading, valuation, and risk management. Key Features and Functionality: - Product Coverage: - Supports a full range of MBS products, including pass-throughs, Collateralized Mortgage Obligations (CMOs with Interest-Only (IO and Principal-Only (PO tranches, Commercial Mortgage-Backed Securities (CMBS, and Residential Mortgage-Backed Securities (RMBS. - Provides complete coverage for To-Be-Announced (TBA transactions, encompassing buy/sell operations, forward rolls, and deliveries. - Accommodates associated derivatives and hedging instruments such as swaps and options. - Supports variable and stepped-rate user-defined securities with customizable coupon and factor schedules. - Manages repos and reverse-repos effectively. - MBS/ABS Administration: - Automates mortgage liquidation processes resulting from paydowns and adjustments. - Handles bulk pool purchases and sales efficiently. - Supports MBS settlement dates seamlessly. - Trade Order Management: - Offers customizable blotters for comprehensive trade tracking. - Enables Straight Through Processing (STP with trade feeds to prime brokers like Lehman and Citigroup via encrypted File Transfer Protocol (FTP. - Facilitates pseudo trades for asset allocation between strategies. - Performance Engine: - Allows daily evaluation and hard close at any point in time. - Calculates returns by fund or strategy. - Creates and links benchmarks, including custom blended formulas for pricing. - Custom Reporting: - Provides flexible reporting with user-defined levels. - Generates daily and monthly reports for custodians and investors. - Offers access to historical reports for in-depth analysis. - Technology Overview: - Features a modular design that is both flexible and scalable. - Ensures rapid out-of-the-box implementation for quick deployment. Primary Value and User Solutions: vPortfolio Manager addresses the intricate demands of managing MBS portfolios by providing a comprehensive, automated, and user-friendly platform. It streamlines trade order management, enhances performance evaluation, and offers customizable reporting, thereby reducing manual tasks and increasing operational efficiency. Its modular and scalable design ensures adaptability to various portfolio sizes and complexities, delivering a robust solution for fixed income market participants seeking to optimize their portfolio management processes.

vEquities

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vEquities is a comprehensive equity derivatives platform designed to streamline position management, trading, risk assessment, middle-office operations, and compliance for financial institutions. It offers a multi-level position management system that aggregates stocks and options into positions, which are then consolidated at the book level and further combined for overall risk management. The platform provides real-time updates on positions and risk metrics, including greeks, long/short balances, and sector exposures. Additionally, it tracks dividends, interest, commissions, stock splits, spin-offs, and name changes. Key Features: - Position Management: Aggregates stocks and options into positions, consolidates at book and overall levels, and updates risk metrics in real-time. - Risk Management: Monitors gross and net exposure by sector, net beta, and allows setting limits by stock, sector, or overall leverage. Supports multiple volatility assumptions and real-time computation of option greeks. - Trading: Connects to prime brokers via FIX protocol, displays real-time signals, offers a point-and-click interface, supports single or portfolio orders, and enables auto-execution. - Middle Office: Provides real-time signal displays, point-and-click interface, and multi-user support. - Black-Box Integration: Displays real-time signals through TCP/IP socket and database interfaces, executes trades at signal prices in parallel paper portfolios, and tracks realized slippage for analysis. - Regulatory Filings: Generates 13-F and other reports easily from the SQL database. The primary value of vEquities lies in its ability to enhance operational efficiency and risk control for equity derivatives trading. By integrating real-time data processing with comprehensive risk management tools, it enables users to make informed decisions swiftly, ensuring compliance and optimizing trading strategies.

vCLO

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vCLO is a high-performance risk and analytics platform designed for portfolio managers, traders, risk analysts, and compliance teams to gain unparalleled insights into Collateralized Loan Obligation (CLO investments. By integrating data from Intex and other sources, including proprietary data and credit opinions, vCLO delivers precise analytics, valuations, risk assessments, and real-time trading intelligence, enabling faster, data-driven investment decisions. Key Features and Functionality: - Smarter Portfolio Analytics: Access over 400 metrics, such as Market Value Over Collateral (MVOC, Par Build, Make Whole, and Equity Internal Rate of Return (IRR. Analyze loan-level collateral data for enhanced credit assessments and compare bonds based on duration, yield, or sector alignment. - Trading & Market Intelligence: Extract pricing signals and trends from dealer communications and Bid Wanted in Competition (BWIC lists. Automate the parsing of market offers and redemption notices, and compare relative values across bonds, equity, portfolios, and historical trades. - Scenario Modeling & Risk Simulation: Run multi-scenario cash flow forecasts to model various market conditions. Apply deterministic and stochastic methods for interest rate and credit risk analysis, and simulate custom shock scenarios, ratings downgrades, and price haircuts by industry. - Customizable Analytics & Valuation Tools: Utilize market-implied default models to refine tranche valuation. Adjust pricing with scenario layers and a dynamic pricing hierarchy, and run return analyses broken down by principal, interest, market movement, and reinvestment. - Data Accuracy & Consistency Across Deals: Ensure reliable and consistent data across deals with standardized issuer mappings and daily updates on loan-level prices and ratings for precise valuations. - Manager & Exposure Analysis: Compare relative manager performance and trading styles, track recovery rates on defaulted assets, and analyze issuer-level credit risk. Assess par build, trading frequency, and reinvestment decisions, and map exposure by industry, asset class, and counterparty. - Deal-Level Tracking & Forward Analysis: Monitor and analyze upcoming CLO deals, track exposure to refi, reset, and reissue opportunities, and view structural terms early in the pipeline. Primary Value and User Solutions: vCLO empowers investment professionals to make smarter investment decisions by providing advanced analytics for a clear view of CLO portfolios, tranche valuations, risk modeling, and market trends, thereby reducing risk and boosting returns. The platform actively monitors portfolios with real-time alerts on market shifts, such as price movements, credit changes, and macroeconomic events, keeping users ahead of the market. By streamlining workflows and reporting, vCLO integrates data from multiple sources into a single platform, automating reporting processes, reducing manual work and errors, and providing fast access to up-to-date insights. This comprehensive approach enables users to define, refine, and scale their unique investment strategies with custom metrics, methodologies, and dashboards tailored to their processes.

vCMBS

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Vichara's vCMBS is an advanced software solution designed to enhance the analysis, valuation, and risk management of Commercial Mortgage-Backed Securities . Tailored for financial professionals, vCMBS offers a comprehensive suite of tools that streamline the evaluation of CMBS portfolios, enabling faster analysis, smarter decision-making, and improved results. Key Features and Functionality: - Granular Deal Analysis: Utilize detailed data and custom credit models to assess any CMBS deal, ensuring precise evaluations. - Automated Underwriting: Implement automated or customized underwriting processes to capture specific insights and drive loan cash flows in platforms like Intex and Trepp. - Scalable Computing: Leverage highly parallelized, cloud-based computing to efficiently process extensive CMBS datasets. - Pre-Issue Analysis: Conduct underwriting before deals are available on Trepp or Intex, providing a competitive edge. - Real-Time Event Tracking: Monitor events at the tenant, property, loan, and bond levels in real-time, ensuring timely responses to market changes. - Customized Reporting: Generate tailored reports that highlight the most relevant information for your analysis. Primary Value and User Solutions: vCMBS empowers financial professionals to outperform competitors by providing a robust platform for in-depth CMBS analysis and management. It addresses key challenges such as: - Early Auction Notifications: Receive alerts about loan auctions before official trustee notifications, allowing proactive decision-making. - Event Notifications: Stay informed with notifications for loan and bond events, ensuring no critical information is missed. - Relative Value Analysis: Identify trading opportunities through comprehensive relative value assessments. - Flexible Pricing Models: Utilize both built-in and user-adjusted models for scheduled and on-demand pricing. - Prepayment and Default Indicators: Access early indicators of prepayment and default risks, enhancing risk management strategies. By integrating proprietary data with external sources like Intex, Trepp, and Costar, vCMBS ensures users have a holistic view of their CMBS portfolios, leading to more informed investment decisions and superior portfolio performance.

vCorp

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vCorp is a real-time framework designed for the pricing and analysis of sovereign bonds, corporate bonds, and Credit Default Swaps (CDS. It offers a comprehensive suite of tools that enable financial professionals to access accurate, up-to-date market data and perform in-depth analyses, facilitating informed decision-making in the fixed income and derivatives markets. Key Features and Functionality: - Web-Based Real-Time Price Distribution: - Aggregates bond and CDS prices from multiple sources. - Automatically updates prices and analytics in response to changes in benchmark curves. - Employs a real-time calculation engine for swift data processing. - Ensures rapid distribution of information to traders, sales personnel, and clients. - Supports spread pricing and manual quote overrides. - Provides rich/cheap analysis to identify relative value opportunities. - Analytics and Calculators: - Converts real-time prices to yield metrics. - Calculates various spread measures in real time. - Offers rich/cheap relative value analysis using a z-score model. - Includes a hedge calculator for risk management strategies. - Historical Reports & Data Analysis: - Records and stores closing prices and analytical values. - Features bond/CDS comparison and correlation tools. - Provides advanced charting and reporting capabilities. - Includes a country comparator for geographical analysis. Primary Value and User Solutions: vCorp addresses the need for accurate, real-time data and sophisticated analytical tools in the fixed income and derivatives markets. By integrating multiple data sources and offering comprehensive analytics, it empowers traders, analysts, and portfolio managers to make informed decisions, optimize trading strategies, and effectively manage risk. The platform's real-time capabilities and extensive reporting tools enhance operational efficiency and support strategic investment decisions.