KDS Global, LLC. is a silicon valley based TechFin company
specializing in the big Artificial Intelligence (AI) data engine
driven prepayment analytics for the agency Mortgage-Backed
Securities (MBS) market and investors. KDS
manages the complete spectrum of agency MBS investments which
comprise of 1.3+ million constituents securities, Pass-Through (PT)
and Structured Derivative Products (SDP), for sellers, buyers, and
market participants within the $6T primary and secondary capital
markets. We use our patented UBiquitous linear sorted order
indeXing engine(UBX™)
matrix computing AI data engine to deconvolute a 1037
sparse matrix of combinatorial permutations, consisting of
non-linear collateral characteristic interactions derived from 150
million constituents of agency loans, which were originated,
securitized and serviced dating as far back as 1984 (the largest
data set available in the market). We are using our daily real-time
updated agency prepayment scores to power our patented TBA
INDEX RETURN and SPECIFIED POOL
INDEX RETURN . Furthermore, our Structured Cashflow Waterfall (SCW)
engine and vectors are used to calculate SDP pool-level or
tranche-level pricing analytics for post-trading and deep-learning
adaptive feedback analysis.
The customer can also use UBX™ open standard programming interface
for linking customer supplied complied libraries as plugins within
this highly-secured validation testing and tuning environment. With
these plugins, customer can define and compute their own variables,
formula, and prepayment models over their user-friendly
slicing-dicing cohorts. This is especially useful for model
validation and portfolio evaluation, when combined with UBX™ Static
Population Analytics (SPA™) function. For each given iterative
custom-tuned prepayment vector, we further run Monte Carlo 3,000
path simulations across macroeconomic volatilities, our HJM interest rate model and daily calibrated forward curves to calculate group
tranche cashflow and price interest rate sensitive derivatives.
Our MBS trading Exchange provides
3rd party objective Bid-Ask
pricing to achieve transparency, liquidity, maximum risk-adjusted absolute returns.
In summary, We must learn how to collect, analyze and
deconvolute massive datasets from social media channels, learn from
the insights to transform one-on-one personalization experiences,
real-time value at risk creation opportunities of digital
engagement, and expand personalized wealth creation offerings in
response to an ever-growing customer real-time expectations
