Case Studies

Client’s Challenge

Client’s Challenge: Our federal loan origination client had embarked on a technology modernization effort to enhance and accelerate its ability to meet citizen homeownership needs. They sought to mature their data and analytics ecosystem to better facilitate data driven decision and policy making, as well as to better understand the product’s performance in the secondary market. The client required support to provide and integrate several data sources into its data lake environment as well as the capability to analyze risk and conduct financial modeling. The client lacked detailed visibility into the performance and forecast of its nearly $1T guaranteed loan portfolio.

BWG’s Approach

Blake Willson Group provided a powerful data analytics portal used by asset managers, hedge funds, pension funds, market makers and government agency clients that was delivered via a digital channel that allowed the client to access, analyze, and interpret that data in the form of a web page or web portal accessible to select client personnel. The client was able to immediately access through the portal libraries of mortgage data, charts, graphics and analysis tools available for download and exportation. We worked with the client to help build analytic models that pertain to many aspects of the housing market, including borrower credit and financial data, property data, real estate data, aggregated house price data, and geographic data, amongst others. We not only helped our client to execute its analytics, but also to prioritize and focus its analytics efforts on those dimensions which made the biggest impact to its portfolio.

We built models that aligned with client-specific guidance and provided a point of view that was informed by state-of-the-art modeling for secondary market participants in the mortgage space. We developed portfolio models that incorporated key performance indicators, industry benchmarking, and summary statistics to evaluate the portfolio’s health, risks and forecast. We provided detailed data mapping and comprehensive modeling documentation to ensure the robustness and transparency of the client’s portfolio reporting.

Solution and Benefits

We delivered a vastly improved capability to assess, manage and deliver sophisticated analytics that drove evidence-based decision-making. We developed 10+ unique credit models designed to assess the current and future health of the guaranteed loan portfolio that was used to identify and troubleshoot risks before becoming issues. We provided a highly professional team and an integrated and abundant set of capabilities to meet the client’s needs, including mortgage expertise, cutting edge analytical and modeling acumen, and thorough knowledge of the current state data, technology and business drivers. BWG brought expertise and experience with financial modeling, contributed capital markets and mortgage markets expertise, data, and deep experience providing analytics and market color to Federal agencies.