The MARQ Value Proposition

MARQ provides value to users and customers as follows:

  • MARQ provides a platform to understand the risk and value of mortgages and to be able to communicate that internally and externally. Understanding leads to better decisions
  • Understanding risk allows pricing for risk and relative value comparisons thereby increasing profitability
  • A cost competitive solution to regulatory risk analytic and MIS requirements.
  • Provides an ability to stress and test minimum capital requirements and actual capital allocations
  • Allows a lender or investor through much better risk understanding through-out an organisation to increase its lending exposures into areas of risk that its comfortable with.

 

 Regulatory Compliance

MARQ provides Users with the answers to the regulatory requirements that APRA asks of them.

  • MARQ is a management Information System (MIS) under CPS 220
  • MARQ provides benefits including ICAAP requirements (including stress testing), portfolio valuation and pricing for risk
  • MARQ provides ADIs with the system measures and requirements for residential mortgage exposures under APG 223.

 

User Views are Quantified

MARQ empowers analysts to perform their own independent analysis on both internal and public market data.

  • MARQ’s standard risk model has been validated by Oliver Wyman
  • MARQ measures value sensitivities through single or multi-factor scenarios
  • Stress test for changes in interest rates, borrower incomes, prepayments and geographies
  • Tailor risk-weights for credit risk assessment and portfolio valuation based on a user’s view of risk.

 

Visualise Risk

Human centric designs support a superior experience with large-scale data analysis.

  • Aiding a deep understanding of risk
  • Benchmarking
  • Credit Risk Scores
  • Economic Capital Inputs
  • Expected Loss Analysis
  • Interactive charts and graphs supporting ‘drill-down’ functionality
  • Intuitive ‘heat-based’ visualisations of risk and value
  • Mortgage Pool Valuation
  • Risk-Adjusted PV
  • Scenario Analysis
  • Stress Testing
  • Value at Risk.