Level1Analytics' Services:

Credit and
Pre-Pay Stress
Test Analysis

Level1Analytics is committed to providing mortgage businesses of all sizes with proven, experienced stress testing services that support more confident decision making regarding their portfolios.

With both Dodd-Frank, along with the changes to the Current Expected Credit Losses (CECL) regulations, our ability to perform third-party stress testing has never been more important, especially in light of the requirements and focus being put on not just bigger banks and institutions, but the community banks as well.

Level1Analytics’ Mortgage Loan Stress Testing service provides our clients with an estimate of expected losses inherent in a mortgage portfolio under three different economic scenarios:

In addition, this completely customizable service allows us to address each of our clients’ unique portfolio and reporting requirements, such as specific stress testing scenarios that include interest rate shocks and other situations. The methodologies for calculating the three scenario losses, as well as the various factors used, are provided to our clients in a detailed write-up and analysis, which includes loan level and a variety of reports for each of the three economic scenarios.

Other Services