SAN MATEO, CA (ACCESSWIRE) – Infima, a fixed-income predictive analytics provider, announced today that it has expanded its coverage of mortgage securities (MBS) to bonds backed by government agency Ginnie Mae. This expansion beyond Fannie Mae and Freddie Mac MBS completes Infima’s coverage of a major fixed-income asset class with a current market value of more than $10 trillion. It extends Infima’s advanced prepayment projections and analytics to an additional 200,000 securities, bringing total coverage to over 525,000 Agency MBS backed by roughly 35 million home loans.
Powered by transformative deep learning technologies that harness data of unprecedented size and granularity, Infima’s MBS prepayment projections and analytics continue to exhibit superior performance during the dramatic rise in interest rates witnessed this year. This extends an exceptionally strong multi-year performance record that also covers the disruptive market conditions during the pandemic, which challenged conventional prepayment systems. Infima now delivers the benefits of these innovative AI technologies to investors and dealers in Ginnie Mae MBS, enabling portfolio managers and traders to identify valuable opportunities and spot risks across the entire Agency MBS market.
“Infima’s deep learning system analyzes the behavior of tens of millions of mortgage borrowers at the most granular level, harnessing billions of data points spanning multiple economic cycles including the financial crisis of 2007-09,” said Kay Giesecke, Chief Scientist and Founder. “It uncovers stable patterns in individual borrower behavior that conventional approaches miss, enabling robust and reliable forecasts of future borrower, security and market behavior even in unusual economic regimes such as the current environment with mortgage rates above 6%.”
Infima’s prepayment projections and analytics set new performance standards for the Agency MBS market, enabling high-confidence investment and trading decisions in all market conditions, and delivering superior portfolio construction, security selection and risk management to market participants on the buy and sell-sides.
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