Lewtan - Structured Finance Software, Valuation, and Risk Assessment



ABSNet Loan provides loan level data for Non Agency RMBS securities. ABSNet Loan leverages Lewtan’s unique capabilities to source, normalize, and analyze vast amounts of Non Agency RMBS performance data reported by trustees and services to provide granular, accurate and timely reporting on a broad array of loan and deal attributes that are critically important for analysis of the intrinsic value of the Non Agency RMBS securities. Additionally, ABSNet Loan reporting of critically important attributes of the servicer behavior, such as modifications and servicer advances, leverages proprietary knowledge and expertise acquired by Lewtan via providing unified reporting and cash management solutions to major issuers and servicers of securitized products.


Key Features

  • Accurate and timely reporting of the current servicer
  • Most accurate loan level reporting of loan modifications
  • Most granular reporting of servicer advances and servicer advance recapture
  • Easy to navigate user interface that delivers highly granular reporting on the deal level, pool level, and loan level
  • Report creation functionality that delivers vast economies of scale analyzing single or multiple transactions


Problems Solved

  • Determining loss frequency and loss severity in mortgage pool


Delivery Methods

  • ABSNet Scores
  • Custom Models