Welcome to MBB Risk Engine

MBB Risk Engine is a high-performance analytics platform for callable mortgage bonds: build portfolios, design prepayment models, and calibrate Z-SHIFT in milliseconds to reconcile model and market dirty prices. Compute a full AAD risk stack (BPV, smooth/stable convexity, and vega buckets) instantly for single runs—and fast for large-scale scenario sweeps—so you can move from inputs to decisions in near real time, even on long-dated bonds.