Our consultants deliver customized and cost-effective solutions for measuring and managing mortgage origination risks and providing credit enhancement and risk share analytics.

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Mortgage


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Milliman is dedicated to delivering customized and cost-effective solutions to measuring and managing the unique risks associated with originating mortgages, providing credit enhancement and risk share analytics, as well as targeting servicing efficiencies.

Our team of knowledgeable professionals—with a broad spectrum of backgrounds in mortgage banking, actuarial science, economics, insurance, and technology—is specifically dedicated to analyzing mortgage and credit risk, and our knowledge of the industry is unparalleled. We adapt our models and solutions not only to reflect current conditions but also to forecast the future. With our suite of services, our clients are better positioned to address today’s challenges and to capitalize on opportunities.

Our consultants specialize in statistical, actuarial, and econometric risk-assessment techniques that are applied to numerous financial and operational processes. We have a core team of experts who use predictive analytics and big data techniques to help clients with:

  • Mortgage default risk scoring
  • Mortgage performance estimates
  • Product development
  • Risk Sharing
  • Strategic/competitive positioning
  • Pre- and post-funding quality control process design and reviews
  • Repurchase scoring
  • Loss mitigation analytics
  • Quarterly loan loss reserving

Cutting edge analytics enhance risk management

Predictive modeling. We provide predictive analytics to help clients with capital requirements, mortgage default scoring analysis, servicing and quality control score triage, repurchase and loan loss reserve model.

Fair lending disparate impact score. Disparate impact claims and other compliance requirements can be significant exposures for mortgage originators and potentially others involved in the process. Our analysis can assist you in proactively understanding your lending footprint.

Risk share modeling and analytics. Our strategic advisory services can assist your firm with evaluation of risk sharing structures, and product development for competitive differentiation.

Mortgage insurance and guaranty. Mortgage-related services include credit risk analysis, capital position studies, reinsurance performance forecasting and metrics, model development, and model validation.

Residential mortgage-backed securities valuation service. Our independent valuation employs sophisticated risk modeling to reveal the intrinsic value of residential mortgage-backed securities.

Unstructured data analysis. Our expertise in data analytics and management, predictive modeling, and data mining meets our clients actuarial analyses needs for financial solvency, pricing assessments and profitability studies, as well as other model validations and evaluation tools.

Strategic advisory services.Competitive differentiation is a requirement to remain relevant and to grow.  Milliman can assist in defining strategies to defend and expand the company and industry’s role in mortgage credit risk management.  Milliman’s has a unique perspective in providing analytics to evaluate your company’s financial capacity for growth as well as managing risk diversification.  Market participants require information for decision-making and confidence in their counterparties.  Milliman can provide capital position studies, risk transfer opinion support for reinsurance, portfolio performance forecasting and other risk management reporting.

Most importantly, Milliman assists our client in interpreting model output and in presenting the results to interested parties including regulators, rating agencies, and investors.  The core competencies of our Actuarial practice complement the critical areas of subject matter expertise required to develop sophisticated credit risk and capital markets structures.

Next Steps

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