This white paper discusses the specific complex model set available within the Evolv valuation suite to robustly predict the behavior of credit- and interest-sensitive residential mortgage products. In addition to describing the structure components of the model suite and its underpinnings, the main purpose of this report is to give the reader a background of the framework and methodology employed in its construction. Primatics' model suite is designed to be flexible in order to accommodate clients' own inputs. The structure of transitions of this model suite is highlighted in this Evolv report and includes explanations of loan characteristics, economic variables, and other time-varying explanatory factors. Do you face issues integrating valuation with accounting side of the bank? Primatics offers the solution with its industry leading mortgage modeling solution. In this Evolv white paper, we discuss:

• How the models are implemented in the Evolv platform and how the model uses predicted probabilities along with loan terms to generate cash flows
• Understand how these cash flows can be used for a variety of business purposes, including valuation, accounting, stress testing or regulatory capital
• Learn how cash flows can be aggregated in numerical measures and how they generate losses for business and reporting. This includes stress testing and other scenario analysis
• how technology could be leveraged to robustly predict the behavior of credit and interest sensitive residential mortgage products

For more information on our mortgage modeling solution or how EVOLV may be able to help your bank, please contact us directly at info@primaticsfinancial.com.