Patent ID: 8244618

Claim:
A method of evaluating the credit characteristics, investment performance, and current market value of residential mortgage loan backed securities products (“RMBS”), comprising: receiving via a first computer software application process tangibly embodied in a physical storage device executing on a physical computer hardware machine electronic loan data for the same existing individual loans from at least two different loan information providers; integrating by a second computer program software application process the electronic loan data for respective existing individual loans received from the at least two different loan information providers; scoring by a third computer program software application process each existing individual loan in the integrated loan data with a risk score based on a plurality of risk attributes of each existing individual loan, said plurality of risk attributes consisting at least in part of loan-to-value (“LTV”) ratio, credit score, a presence or absence of loan documentation, and occupancy type of each existing individual loan; bucketing by a fourth computer program software application process the existing individual loans into risk groups according to respective risk scores for each existing individual loan; applying by a fourth computer program software application process pre-defined forecast vectors to the bucketed loans to generate cash flow forecasts for the bucketed loans; and deriving, by a fifth computer program software application process, at least one estimate of a price and yield for each bucketed loan based on the cash flow forecasts.