What is Infima?
Infima provides a mortgage analytics solution powered by advanced deep learning technology. This allows for exceptional precision in forecasting borrower behavior, security trends, and market dynamics within the mortgage-backed securities (MBS) landscape.
The Infima solution outperforms traditional analytics systems by providing higher accuracy in prepayment predictions at increased speeds. This enables market participants to make faster, more informed decisions when managing MBS portfolios.
Features
- Reliable CPRs: Harnessing data of unprecedented size and granularity, Infima’s CPR projections set new performance standards in the Agency MBS market.
- Powerful Analytics: Advanced analytics provide deep and comprehensive insight into the risk/return profiles of individual securities and market segments.
- Flexible Solutions: Innovative analysis tools support a range of workflows and use cases, converting CPRs, analytics and market data into decision recommendations.
- Modern Applications: Low latency, intuitive and easy-to-use applications provide a new user experience.
Use Cases
- Portfolio Management: Boost returns through superior pool selection, portfolio construction and risk management.
- Trading: Increase trading profits by developing accurate valuations and identifying mispriced pools.
- Research: Develop compelling investment themes: Understand historical speed trends, project future speeds under alternative rate scenarios and identify attractive market segments.
