SAN MATEO, CA (ACCESSWIRE) – Infima, a fixed-income predictive analytics provider, today announced that it has released its advanced predictive analytics platform for Agency mortgage-backed securities (MBS). Powered by transformative deep learning technologies initially developed at Stanford University by the company’s founding team, the platform delivers advanced analytical capabilities to investors, dealers and other participants in a $10 trillion market. The platform enables portfolio managers and traders to make high-confidence investment, trading and risk management decisions in all market conditions, including the disruptive pandemic and the dramatic rise of interest rates witnessed in 2022.
In today’s highly volatile interest and mortgage rate environment, Infima’s suite of solutions allows MBS professionals to be at the forefront of technology. The solution suite is bringing a radical advancement in predicting borrower behavior. Infima’s platform offers a suite of advanced investment and risk analytics including option-adjusted spread, duration and convexity, which help market participants to construct portfolios, select securities and manage risk. Based on projections of future borrower, security and market behavior, the company is setting new accuracy standards in the MBS market. Infima’s analytics allow market participants to identify opportunities that others miss and spot risks that are hidden from conventional view, potentially boosting performance.
The company is also announcing a partnership with Numerix, an industry leader in analytics and workflow solutions in the front-to-risk market. Leveraging their NxCore Cloud offering allows Infima to rapidly enable their customers and prospects with the most accurate Agency MBS prepayment analytics available in today’s volatile markets.
“With this latest product innovation, we’re changing the landscape of fixed-income predictive analytics,” said Hendrik Bartel, CEO of Infima. “We’re bringing much needed predictability to our customers, eliminating human error to set new standards for the mortgage-backed securities market. Currently, the industry is plagued with poor quality with future assessment and patterns relying on legacy technology.”
“Partnering with Infima will allow both companies to deliver superior predictive insights, unprecedented accuracy, speed and ease of use, enabling investors to make better decisions to drive performance,” said Elaine McKiernan - EVP - Global Corporate & Business Development, at Numerix.
Infima’s cloud-native platform offers clients multiple access options. APIs provide programmatic access and facilitate seamless integration with client systems, including Python-based data science environments commonly used for investment research. The Infima Platform allows for convenient web-based access to a full fledge MBS analytics solution, while a Microsoft® Excel add-in supports spreadsheet-based workflows.
This advancement follows on the company’s recent equity funding round, key executive hires and recent announcement of full Agency MBS market coverage.
About Infima
Infima’s unique deep learning technologies are transforming mortgage security analytics. Its solutions offer actionable predictive insights into future borrower, security, and market behavior, enabling investors, dealers, and other market participants to make better decisions to drive performance. A dramatic improvement in predictive accuracy vs. legacy solutions delivers superior portfolio construction, security selection and risk management to portfolio managers, traders, and other mortgage market participants. Infima currently covers more than 525,000 mortgage securities which are backed by roughly 35 million mortgage loans and represent a total current market value of almost $10 trillion. To learn more, visit infima.io
About Numerix
Founded in 1996, Numerix has over 19 offices, 700 clients and 90 partners across more than 26 countries. Numerix is recognized across the industry for its many breakthroughs in quantitative research and is proud of its reputation for being able to price and risk manage any derivative instrument – vanillas to the most sophisticated exotic products.
Designed for the next evolution of trading and risk operations for both sell-side and buy-side market participants, Numerix is utilized in many forms by banks, government/development banks, broker dealers as well as a range of buy-side institutions, including insurance firms, hedge funds, pension funds and asset managers. Also, consulting and advisory firms.
Learn more at: https://www.numerix.com/