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OnMark Risk Measurement System
Click Here to Download the OnMark Brochure (PDF)
- ICP's expertise and the OnMark system provide the foundation for a transparent and flexible risk management infrastructure to navigate the current challenges, implement procedures for on-going risk management, and develop strategies for the future.
- ICP's proprietary OnMark system encapsulates the strengths of ICP's risk management and asset structuring capabilities, the same capabilities that have consistently produced asymmetric, stable returns for its investors, and delivers them to our Advisory clients.
- OnMark's asset coverage includes loans and securities backed by residential and commercial real estate, corporate loans, corporate bonds, CDOs and CLOs.
- OnMark is a comprehensive risk management platform that provides loan-level valuation and risk measurement reporting.
- OnMark eliminates the "Black Box" of risk analysis and valuation by quickly synthesizing loan level data into transparent and measurable risk attributes that can be acted upon.
- OnMark starts with a fundamental risk analysis of the assets at the loan level.
- OnMark references a database containing borrower and property characteristics on 19 million securitized mortgage loans and over 800 million loan payment histories.
- OnMark's statistical models provide the framework for prepayment, default and loss severity projections based on each
loan's risk profile.
- OnMark incorporates regional home price indices and mortgage rates in model forecasting. It also takes into account
product type, servicer, issuer, lien position, LTV, loan size, loan purpose, FICO, documentation, property type and location.
- OnMark reports summarize the analytical results into a digestible format which can be further customized for user needs.
Click Here to Download the OnMark Brochure (PDF)
