Behavioral Modeling Software

The Federal Housing Finance Agency (FHFA) is requesting quotations for a commercial off-the-shelf behavioral modeling software package. The solution must integrate with FHFA’s existing PolyPaths Desktop and Asset Liability Management software to model prepayment, delinquency, default, and loss rates on mortgage and mortgage-related instruments. The software will support baseline and scenario-based valuations, as well as cash flow analysis, by mapping market and macroeconomic data alongside FHFA’s financial instruments.