ClariNet LM
ClariNet LM for lifetime mortages
ClariNet LM will help lifetime mortgage originators, lenders and investors with their portfolio valuation tools, scenario and simulation analysis and asset-backed securities structuring.
Lifetime mortgage portfolios can be valued under multiple scenarios simultaneously, allowing you to combine stresses to house price growth, interest rates and repayment profiles in a simple web-based tool.
All customers have access to our knowledgeable team of developers and pricing experts. We offer a bespoke service based around your needs.
ClariNet LM features
Analyse loans
Track house price data for each lifetime mortgage loan by region. Measure current-pay and deferred-pay interest using different rates and structure new financing deals.
Organise portfolios
Build combinations of lifetime mortgage loans. Define criteria such as region, borrower age or loan duration for robust analysis.
Compare scenarios
Define a set of parameters for deal structuring and portfolio valuation. Establish scenarios and stress cases. Choose different mortality profiles and mix settings for early repayment.
Advanced calculations
You can load a specific scenario use parameters to generate values for a single lifetime mortgage loan or a portfolio of loans. For NPV, loan balance, NNEG etc.
Scenario analysis
Calculate the loan Net Present Value in all stored scenarios for a single lifetime mortgage loan(s). Discover the scenarios that will cause the greatest impact to the value of your lifetime mortgage business.
Waterfall analysis
Waterfall is your window into structuring a financing or securitization of your loan book. Simulate outcomes with our Monte Carlo engine against all liability types.
Mortality tables
Easy to use mortality data. Either use your own or use ClariNet LM’s pre-built examples to create your own. Map how gender and smoker status affects your investment.
Build rate curves
Our swap curve builder takes in deposit rates, money market futures and swap rates and generates an interest rate curve you can then use this to project future interest and liability calculations.
ClariNet LM is launching soon. Please register your interest below and we’ll contact you when it’s ready for sale.