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Servicing Strip Value Calculator

When loans are sold, the originator often retains servicing rights — earning servicing fees over remaining life. This calculator values the strip.

$
%

Servicing strip value

$5,117,562

Annual fee income

$1,750,000

Multiple of annual fee

2.92

How the math works

Strip value = PV of future net servicing fees over WAL. Prepayment speeds shorten WAL and lower value.

MSR multiples: 4-6x for clean conforming book; 2-3x for subprime or high-risk. Trading desks mark MSR daily based on rate scenarios.

How to Use

  1. Enter UPB of servicing portfolio.
  2. Enter servicing fee rate.
  3. Enter weighted average life.
  4. Enter discount rate.
  5. Read strip value.

Frequently Asked Questions

What is MSR?

Mortgage Servicing Rights. Contractual right to collect servicing fees (25-50bps typical) over loan life. Traded as a separate asset from the loan itself.

How is it valued?

PV of future servicing fees minus servicing costs, adjusted for prepayment. Typically 3-6x annual fee for long-tenor loans. Prepayment risk lowers multiple dramatically.

Who buys MSR?

Non-bank servicers (Mr. Cooper, Rocket, Ocwen) buy MSR portfolios from originators. Large banks also trade MSR routinely. $5-50B deals common.

How do I benchmark this?

Benchmark against industry data from NCREIF, IREM, Yardi Matrix, CoStar, or RCA. Institutional operators also benchmark internally across their own portfolio to identify operating outliers. A single number means little; the trend and the peer comparison mean everything. Run quarterly benchmarks and note deviations that exceed 10% — those warrant investigation.

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