BancLab Updates FolioInsight, LossInsight.
BancLab has updated its FolioInsight
products with 2006 loan transactions. DataBanc, our proprietary loan
performance database, now includes more than 1 million small business loans to borrowers nationwide and from all major industries. Our transactional data include more than 460,000 prepayments,
170,000 defaults, and 80,000 recoveries dating back almost three decades, providing historical observations throughout the business cycle.BancLab Releases SBAInsight.
BancLab has released its SBAInsight
web application that
provides you with real-time access to performance and static data information on over 1 million small business loans. SBAInsight allows its users to slice the data by a variety of risk
factors and see the underlying performance of the individual cuts. Load your own data into the application and start analyzing your own portfolio as well as compare your performance
against your peers. Furthermore, the application has been enhanced with forecasting modules that tie your performance to macroeconomic data and allow you to stress the outlook of your pertfolio.BancLab Releases LoanInsight.
BancLab has released its new web-based LoanInsight
loan pricing model. The model combines borrower characteristics, financial information, and loan terms with BancLab’s analytics to generate loan level risk-adjusted
cash flow projections. Based on these cash flows, LoanInsight estimates risk-adjusted return on capital (RAROC) and economic value added (EVA) for every loan in a client’s portfolio.
BancLab customizes LoanInsight to fit each client’s unique data architecture and loan structures. LoanInsight also tracks portfolio-level historical performance and features portfolio
composition reporting by various risk factors. Using BancLab’s secure Internet application, clients can upload or input loan information online to generate RAROC and EVA estimates
for prospective and existing loans. Clients can also stress test the results for different loan terms, financial assumptions, and economic scenarios.BancLab Enhances SecuritizationInsight.
BancLab has enhanced its SecuritizationInsight
model, which forecasts voluntary and involuntary prepayment speeds for small business loan securitizations. Both poolers and investors typically rely on aggregate market statistics to
make investment decisions. However, aggregate statistics cannot capture the unique risk profile of each pool, nor do they factor in the impact of changing macroeconomic conditions on
prepayment and default rates. SecuritizationInsight uses a multi-factor regression model, which encompasses borrower and loan characteristics as well as macroeconomic conditions, to project
prepayment speeds for securitized pools. BancLab has enhanced SecuritizationInsight to reflect changes to the SBA’s Secondary Market Guaranty (SMG) program, and we continue to update the model
with our ongoing assessments of prepayment penalty impacts.