Based on proven methodology, RR Donnelley’s 20:20 Performance Risk Certification solution guides the purchasing efforts of residential mortgage-backed security (RMBS) investors through pre-purchase evaluation modeling and on-going monitoring of pool activity.

While some firms may claim to offer a little clarity around vintage loans and pools, only RR Donnelley can provide the accurate, comprehensive pool and loan reviews our clients require.

The result is not just high-level, pool-focused information, but granular, loan-level data that offers clients a number of benefits including:

• Quantification of loss and default risk on individual loans and for the entire security
• Fraud protection and validation of collateral value
• Significant reduction in losses through the elimination of a small portion of the pool based on risk levels
• Significant reduction in “time to market”
• Increased investor confidence
• Continued loss protection through loan level reviews and servicing surveillance

The RR Donnelley 20:20 Performance Risk Certification solution is not a due diligence tool, but a due diligence replacement that is based on proven methods for modeling credit and collateral risk. By relying on several independent data sets, RR Donnelley identifies excessive credit, collateral, fraud, valuation and inflation risk, allowing clients to make truly informed decisions.

• Methodology
  This pioneering Performance Risk Certification is based on proven methods for modeling behavior and was developed utilizing data from 5.4 million loans.
• Comprehensive Reporting
  20:20 offers RMBS investors reporting that includes loss analysis reviews, performance curve evaluation, an overall pool summary with risk distributions, loan stratification and default analysis predictions.
• Decision-ready
  RR Donnelley identifies the high-risk loans making a client’s review and evaluation of securitized pools easy. By interpreting several separate data sets – including excessive credit, collateral, fraud, valuation and inflation risk – the client can reach an informed decision quickly.
• Speed
  RR Donnelley’s full evaluation of a loan pool can be completed within 48 hours.
• Complete Forecast
  Based on proven methodology, we are able to forecast the performance of the loan pool for up to 60 months.

• 20:20 Mortgage Certification
• 20:20 Mortgage Risk Analysis