Infima, a fixed-income predictive analytics provider, has expanded its coverage of mortgage securities (MBS) to bonds backed by Ginnie Mae. This expansion beyond Fannie Mae and Freddie Mac MBS completes Infima’s coverage of a major fixed-income asset class with a current market value of more than $10 trillion. It extends Infima’s advanced prepayment projections and analytics to an additional 200,000 securities, bringing total coverage to over 525,000 Agency MBS backed by roughly 35 million home loans, the company announced in a press release.
Infima now delivers the benefits of AI technologies to investors and dealers in Ginnie Mae MBS, enabling portfolio managers and traders to identify valuable opportunities and spot risks across the entire Agency MBS market.
“Infima's deep learning system analyzes the behavior of tens of millions of mortgage borrowers at the most granular level, harnessing billions of data points spanning multiple economic cycles including the financial crisis of 2007-09,” Infirma Chief Scientist and founder Kay Giesecke. “It uncovers stable patterns in individual borrower behavior that conventional approaches miss, enabling robust and reliable forecasts of future borrower, security and market behavior even in unusual economic regimes such as the current environment with mortgage rates above 6 percent.”