Cash flow and analytics engine for mortgage-backed securities (MBS)
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Updated
Apr 5, 2022 - C++
Cash flow and analytics engine for mortgage-backed securities (MBS)
Model-driven RMBS surveillance pipeline: stratification tapes, sequential-pay tranche waterfall and RWA/expected-loss analytics, with Transformer CPR/CDR forecasting, a GNN correlated-risk overlay and VAE-generated stress scenarios. LangGraph-orchestrated, deployed on Kubernetes. Synthetic data.
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