A long book that lives
and dies by renewal.
Mortgages run on two clocks: a 25-year amortization path interrupted by 3-to-5 year contractual terms. The portfolio decision isn't just about originations — it's about navigating the maturity wall.
The Portfolio Event
The Maturity Wall
A mortgage book isn't a monolith of balances; it's a schedule of approaching maturity cliffs. Forecasting top-line growth without modeling the maturity wall is guessing.
Cohort Brain tracks every cohort's contractual maturity date, breaking the portfolio down into a precise schedule of maturing principal by month and segment. You see exactly what is coming due, when, and at what current yield.
The Decision
A renewal is not just a rate decision.
When a cohort hits the wall, the pricing decision changes retention, margin, funding needs, and the future shape of the book. Adjusting one lever moves all the others.
Retention Curve
Behavioral assumptions define how much principal stays based on the spread between offered rates and the market.
Repricing Economics
Retained principal resets to the new yield, immediately changing the trajectory of portfolio interest income.
Funding Consequences
Runoff creates a liquidity gap. To maintain book size, new production must be originated, carrying its own CAC and yield profile.
Portfolio Economics
NIM is the output, not an input.
Net Interest Margin cannot be accurately planned by applying a flat spread assumption to top-line volume.
Cohort Brain calculates margin by projecting the blended customer yield (driven by repricing dynamics and new originations) against the explicit cost of funds (FTP) over a specified macro rate path. When rates move, you see exactly how the margin compresses or expands based on the structural duration of the book.
Built on the Cohort Brain platform.
The mortgage model doesn't live in isolation. It runs on the same governed OS as the rest of the business — enabling you to compare mortgage scenarios, record explicit assumptions, explain variance, and present defensible board outputs.
Explore the operating system →See your next portfolio decision
before you make it.
A focused working session on your portfolio — cards, BNPL, term loans, mortgages or deposits. No pitch deck. No sequence.