LSEG Data & Analytics Logo
LSEG Yield Book

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.
Submit your details to schedule time with our experts and start your trial of Yield Book Analytics:


By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.
For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.