Customized Index

The Customized Index is modelled on the characteristics of the client portfolio or a model portfolio.

DRMI-Customized-Index

Customized Index

The Customized Index is modelled on the characteristics of the client portfolio or a model portfolio.

With this product, the client has the opportunity to align the index with the characteristics of their own portfolio. The client portfolio is replicated based on five mortgage characteristics including: repayment type, loan-to-value, fixed-rate period at origination, remaining fixed-rate period and vintage year.

Product specifications

  • Monthly data delivery
  • Historical data of the Customized Index possible at an additional fee
  • Possibility to use a model (target) portfolio instead of an existing portfolio
  • Includes a wide range of characteristics, including but not limited to average LTV, average coupon and average maturity
  • Performance contribution analysis
  • Access to all available Market indices
  • Access to the DRMI portal with extensive performance and characteristics data, including download function
  • Possibility to upload data (relevant for portfolios that are not in the DRMI database)

  • Public data sources

    European Data Warehouse and Loan-by-Loan data

  • Non-public data sources

    Data from mortgage lenders

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