Yield Book for Mortgage Servicing Rights
Mortgage Servicing Rights (MSR) analysis is the valuation of the components of a business, rather than just the projection of principal and interest payments from a security, as is the case with RMBS. LSEG Yield Book’s powerful analytics framework projects cash flows received from servicing mortgage loans and compares/offsets them with the costs of servicing those loans. This provides a framework to better inform your decision making process and MSR business strategy.
For over 30 years, Yield Book has been a trusted source for analysing residential mortgage-backed securities (RMBS). Building upon our legacy, we have introduced a framework for analysing and valuing MSRs inside our products. Our approach analyses distinct servicing components and leverages a series of market-tested models including a prepayment model and a LMM term structure model.
Find out more by downloading our Factsheet.