Mobiuss™ Portfolio Valuation and Risk

Opera's Mobiuss™ family of solutions for fixed-income pricing, valuation, risk management, research, and trading platforms gives you a clear picture of your portfolio's worth and risk level — quickly, reliably, and conveniently

Built on and powered by Vektor™, Opera's Big Data analytics and signals processing platform, Mobiuss offers unprecedented analytics, visibility, and insights. Choose the scope of analysis — one asset at a time, or your entire portfolio. Act on mark-to-model valuations and performance metrics using granular, asset level analytics. Price both liquid and illiquid assets using Mobiuss' advanced calibration and mark-to-market capabilities.

Want to challenge market assumptions? Test different macro economic conditions through Monte Carlo-based simulations. Aggregate the results to the deal and portfolio levels. Quickly and easily find hidden risk or value through advanced visualization. And do it all on a user-friendly interface.

The premier offering for the platform is Mobiuss/Resi, which is bringing new levels of transparency to the Residential Mortgage market. Mobiuss/Resi provides a full suite of analytic capabilities for MBS deals and Whole Loan residential mortgage portfolios. Off-the-shelf Mobiuss/Resi covers more than 11MM mortgages associated with 8,000 non-agency RMBS deals, disaggregating each bond or portfolio down to its individual loan/property/borrower level. Mobiuss applies Opera's proprietary credit models that forecast ability and willingness to pay at the loan level, building up cash flow forecasts for portfolios, pools, and bonds.

MOBIUSS/RESI: HOW IT DELIVERS
The power of Mobiuss/Resi: intrinsic valuations based on cash flow predictions built up from the individual loan/property/borrower level — then calibrated against the market
Mobiuss/Surveillance focuses on the mortgage market to quickly assess the performance of your portfolio and the underlying collateral. With easy-to-read heat maps and deep drill-down capabilities, your geographic housing market exposure and the relative performance of your portfolio versus the rest of the marketplace, comes into clear focus. Proprietary default and loss severity forecasts on mortgage collateral deliver critical insights into future performance.

Mobiuss goes beyond an off-the-shelf solution. For example, Mobiuss/Application Layer lets you add your own analytics and content to the Mobiuss platform. Our hosted, easy-to-use interface extracts greater value from your internal data and your proprietary analytics.

Mobiuss/Portfolio Solutions draws on the insights of our subject matter experts to make risk and valuation assessments of securities, loans, and assets. As an example, we use our analytics, data and experience to help you identify fraudulent lending activities in legacy securitizations and portfolios.