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Modules and glossary

Data Quality Analytics

Data Quality Analytics is a Perpetual designed and built Workspace surfaced through the Platform that provides the user with dashboards and interactive visualisations driven by data provided from ABSPerpetual Issuer Services clients regarding the validation and submission of loan level data to the Reserve Bank of Australia in accordance with the RBA repo eligibility requirements.

The Workspace includes but is not limited to visualisations across the following categories:

  • Data quality analysis
  • Validation trends
  • Submission status summary
  • Trust status history

Loan (Mtg) Analytics

Loan (Mtg) Analytics is a Perpetual designed and built Workspace surfaced through the Platform that provides interactive visualisations driven from Historical Mortgage Loan Performance data.

Visualisation and analysis of the data can be performed against the Aggregated Market, Master Trust(s) or Series Trust(s). The Workspace includes but is not limited to the following:

  • Historical trend analysis across the available Historical Mortgage Loan Performance dataset
  • Reporting on key loan metrics including arrears,  loan to value ratio (LVR), current balance, and seasoning
  • Ability to segment and drill down within visualisations across key loan, borrower and property data dimensions

Security (RMBS) Analytics

Security (RMBS) Analytics is a Perpetual designed and built Workspace surfaced through the Platform that provides interactive reporting driven from Historical Mortgage Loan Performance data as related to a trust.

Visualisation and analysis of the data can be performed against the Aggregated Market, Master Trust(s) or Series Trust(s). The Workspace includes but is not limited to the following:

  • Pool balance and loan count trend analysis from original to current balance
  • Reporting on key security performance metrics including average weighted loan to value, weighted average interest rate, weighted average seasoning

Credit Analytics

Credit Analytics is a Perpetual designed and built Workspace surfaced through the Platform that allows users to forecast mortgage loan performance against the Aggregated Market, Master Trust(s) or Series Trust(s). The Workspace includes but is not limited to the following:

  • Stress testing and scenario analysis to allow users to forecast loan portfolio performance and perform scenario analysis under various stressed macroeconomic scenarios
  • Predictive credit modelling leveraging a unique dataset containing 20 years of Historical Mortgage Loan Performance data
  • Estimate probability of default (PD), loss given default (LGD) and expected loss (EL) for a loan portfolio
  • Ability to segment and dynamically drill down within visualisations across key loan, borrower and property data dimensions

Loan (Mtg) Analytics Compare

Loan (Mtg) Analytics Compare is a Perpetual designed and built Workspace surfaced through the Platform that allows users to benchmark and compare historical performance of public or private loan portfolios against the Aggregated Market, Master Trust(s) or Series Trust(s). The Workspace includes but is not limited to the following:

  • Historical trend analysis across Historical Mortgage Loan Performance data
  • Reporting on key loan metrics including Arrears, LVR, Current Balance, Seasoning
  • Ability to segment and drill across key loan, borrower and property data dimensions.

Security (RMBS) Analytics Compare      

Security (RMBS) Analytics Compare is a Perpetual designed and built Workspace surfaced through the Platform that provides interactive reporting and visualisations driven from Historical Mortgage Loan Performance data as related to a trust. It allows users to benchmark and compare at the Market, Issuer or Trust level.

  • Pool balance and loan count trend analysis from original to current balance
  • Reporting on key security performance metrics average weighted loan to value, weighted average interest rate, weighted average seasoning

Credit Analytics Compare

Credit Analytics Compare is a pre-built Workspace surfaced through the Platform that allows users to benchmark and compare forecasted PD, LGD and EL for public or private loan portfolios as against the Aggregated Market, Master Trust(s), or Series Trust(s). The Workspace includes but is not limited to the following:

  • Stress Testing & Scenario Analysis – Forecast future loan portfolio performance and perform scenario analysis under various stressed macroeconomic scenarios
  • Predictive credit modelling leveraging Historical Mortgage Loan Performance  data
  • Estimate probability of default (PD), loss given default (LGD) and expected loss (EL) for a loan portfolio
  • Predictive credit modelling, leveraging Historical Mortgage Loan Performance data
  • Ability to segment and drill down within visuals across key loan, borrower and property data dimensions.

 

ASSOCIATED DEFINITIONS

Aggregated Market means the total available Historical Mortgage Loan Performance data aggregated within the ABSPerpetual Business Intelligence platform.

Dashboard means a single canvas that contains zero or more tiles and widgets. Each tile displays a single visualisation that was created from a dataset and pinned to the dashboard.

Historical Mortgage Loan Performance means the performance and characteristics of securitised mortgage loans contained in Public Series Trusts based on loan level data provided to Perpetual by Issuers of RMBS.  The data that forms the dataset driving Historical Mortgage Loan Performance excludes data to which Perpetual has not obtained individual issuer consent to aggregate into the Platform.

Issuer means the originator of the mortgage loans used to provide the underlying collateral for an RMBS.

Master Trust means the name of the master trust as stated within the transaction documents associated with the RMBS that define the structure and framework utilised to establish Series Trusts under a Master Trust program.

Platform means the ABSPerpetual Business Intelligence solution, with PowerBI as the front end user interface.

Public Series Trust means Series Trusts that issue RMBS to the public securitisation market. A Public Series trust is not a warehouse trust, private placement trust or internal securitisation trust.

Workspace means a container of Power BI content, which can include datasets, reports and Dashboards.

RMBS means residential mortgage backed security.

Series Trust means the name of the series trust as stated within the transaction documents associated with that trust and is the special purpose legal structure used to issue RMBS.

 

Our model is based on these principles:

  • Plug and Play

  • Simplification

  • Ever-green approach

  • Prioritisation


For more details on how Perpetual Business Intelligence can offer insights into lending, risk and reporting, please fill in the form, and we’ll be in touch.



Privacy laws apply to our handling of personal information and we collect, use and disclose your personal information in accordance with our privacy policy.

Perpetual Corporate Trust services are provided by Perpetual Corporate Trust Limited ABN 99 000 341 533 AFSL 392673, Perpetual Trustee Company Limited ABN 42 000 001 007, AFSL 236643, Perpetual Limited ABN 86 0000 431 827 and its subsidiaries. Perpetual Limited and certain of its subsidiaries act as Authorised Representatives of Perpetual Trustee Company Limited.

Data and analytics services are provided by Perpetual Digital Pty Ltd ABN 62 626 891 978.

This publication contains general information only, and is not intended to provide you with financial advice.