Getting Started
After logging in, you can navigate through the sections using the sidebar menu. Here’s an overview:
- Home: Introduction to the MBB Risk Engine.
- About: Background information on the tool and its development.
- Contact: Reach out with inquiries or feedback.
- Model Documentation: Detailed descriptions of the underlying models and methodologies.
- MBB Risk Engine: Access the main tool to perform risk assessments on callable mortgage-backed bonds.
- PDE Settings: Configure the Partial Differential Equation solver to control calculation accuracy and performance.
- Disclaimer: Review important legal and usage information.
MBB Risk Engine
The MBB Risk Engine enables you to analyze the risk of callable mortgage-backed bonds. It allows you to input market data, set bond and model parameters, and perform various risk assessments.
- Provide market data such as interest rates, spreads, and volatility.
- Define bond characteristics and prepayment model parameters.
- Run calculations to estimate bond valuation, basis point value (BPV), convexity, and option-adjusted spread (OAS).
- Perform scenario analysis to evaluate bond performance under different market conditions.
PDE Settings
Configure the grid and solver settings for PDE-based valuation models. These settings influence the precision and speed of your calculations.
Tips & Troubleshooting
- Ensure all required fields are filled before submitting data to the risk engine.
- Adjust PDE grid settings if you experience unusual results or require higher precision.
- If you encounter issues that are not addressed here, please reach out through the Contact page.