Welcome to the Scanrate Prepayment and Valuation Service (SPV).

Scanrate is a leading independent expert on prepayment modelling and the valuation of all types of mortgage backed bonds. For more than 15 years, the Scanrate Prepayment and Valuation Service has delivered valuation models directly to subscribers.

Danish Prepayment Modelling
The prepayment option embedded in Danish mortgage backed bonds allows the borrower to prepay the loan at any time. As borrowers tend to prepay high coupon mortgages when market rates are low, the prepayment option has a large impact on risk and return to bond holders. To effectively value Danish mortgage backed bonds, it is essential to model the prepayment behavior of borrowers.

As a subscriber to the SPV service you have access to a number of models, updated on a quarterly basis. Subscription includes a quarterly document containing market developments, model backtests and research articles on prepayment and valuation topics. You have access to model data as well as a document archive dating back to 1999.

If you are a subscriber to the SPV service, please login to access the SPV website.

Otherwise, please Contact us if you want to subscribe to the SPV service.

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