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Stress Testing Sales Sheet

Trusted Solutions for a Serious Challenge

Bank and bank holding company (BHC) stress tests—mandated by the Federal Reserve’s Comprehensive Capital Analysis and Review (CCAR) program and the Dodd-Frank Act—rigorously assess financial institutions’ capital adequacy, including the development and maintenance of effective loss-estimation methodologies. CoreLogic HPI Forecasts™ Stress-Testing Scenarios is the latest offering from CoreLogic to help banks, investors and government entities and other participants effectively satisfy these critical regulatory requirements.

CoreLogic® delivers datasets, solutions, and services to support residential mortgage asset stress-testing or provide third-party stress-testing capabilities—including:

  • Off-the-Shelf Analytical Solutions: Proven stress-testing analytics solutions like:
    • CoreLogic HPI™—the only home price index incorporated in the Fed’s stress-testing scenarios
    • CoreLogic HPI Forecasts Stress-Testing Scenarios—aligned with quarterly CCAR national scenarios to project state-, CBSA-, and ZIP Code-level scenarios on a monthly basis
  • Custom Solutions: Frameworks and model validation by subject-matter and modeling experts
  • Data Relevancy Resources: Targeted access to comprehensive, industry-leading property and mortgage data 

Executing stress tests can represent significant challenges, requiring subject matter expertise, highly specialized information, and analytical methods built on demonstrably sound modeling fundamentals. For residential mortgage assets, the stress-testing stakes are especially high—they often represent your greatest risk in dollars outstanding.

We can help.

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Stress Testing Sales Sheet - Interactive
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Stress Testing Sales Sheet

Help You Can Trust

CoreLogic® provides datasets, solutions, and services that support an effective stress-test loss-estimation methodology for residential mortgages—from our industry-leading data to off-the-shelf CoreLogic solutions to analytics-driven professional services engagements.

 

 

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Our resources, solutions, and expertise are trusted by more than 250 Wall Street firms—including the top 10 investment banks—500 lending institutions, 2,500 mortgage bankers, the top 100 mortgage lenders, U.S. federal government mortgage agencies and industry regulators.

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Stress Testing Sales Sheet - Interactive
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Stress Testing Sales Sheet

Bolstering Your Process

We offer an array of solutions to bolster or supplement your current residential mortgage-asset analytics framework. Our unparalleled mortgage performance datasets and authoritative home price indexes can substantially enhance your internal modeling capabilities.

Our CCAR-aligned CoreLogic HPI Forecasts™ Stress-Testing Scenarios can project future scenarios at the state, CBSA, and ZIP Code levels for two property tiers—enabling you to tailor your stress-test analytics to your unique geographic concentrations. Few local and regional markets behave like the nation as a whole, so you may find this especially useful.

 

CoreLogic HPI Forecasts™ Stress-Testing Scenarios

Comparing State and National Adverse Scenarios
Cumulative House Price Percent Change Through Dec. 2017

OR

-12.97

ID

-18.68

NM

-11.30

NV

-28.26

TX

-11.01

UT

-13.04

AZ

-22.98

CA

-16.86

CO

-8.9

WY

-7.61

MT

-8.54

ND

-3.84

SD

-3.96

NE

-6.28

KS

-8.46

OK

-4.57

MN

-14.61

IA

-5.39

MO

-9.59

AR

-7.45

LA

-7.64

WI

-7.98

MI

-18.34

IL

-12.74

IN

-11.25

OH

-9.53

KY

-7.81

TN

-10.44

MS

-9.59

AL

-7.89

GA

-12.97

FL

-21.04

NC

-9.17

SC

-10.78

VA

-13.06

WV

-16.22

PA

-5.47

NY

-11.07

MD

-13.91

DE

-13.20

NJ

-12.69

CT

-7.77

RI

-16.46

MA

-10.62

NH

-6.63

VT

-2.44

ME

-13.99

AK

-3.87

HI

-12.42

Legend for interactive map

State-by-state home price changes three years out.
Source: CoreLogic HPI Forecasts Stress-Testing Scenarios 

Our end-to-end RiskModel® solution—currently deployed by leading banks subject to CCAR—seamlessly incorporates national scenarios, CoreLogic scenarios, and/or scenarios you may elect to set, enabling you to develop or further refine your end-to-end stress-testing program. 

CoreLogic Off-the-Shelf Analytical Solutions

Independently or in combination, these solutions can enhance and bolster your process:

  • Modeling Datasets
    Loan-Level Market Analytics and Non-Agency RMBS Securities
    inform internal models with the market’s most robust loan performance data
  • Home Price Index Data
    Employed by key government entities and many top banks, our CoreLogic HPI™ and CoreLogic Case-Shiller Indexes™ provide best-in-class home price index data used in developing and enhancing trustworthy economic models
  • CoreLogic HPI Forecasts™ Stress-Testing Scenarios
    CoreLogic HPI Forecasts Stress-Testing Scenarios (CCAR baseline, CCAR adverse, and CCAR severely adverse), aligned with the Fed’s national CCAR supervisory scenarios  down to the ZIP Code level, create consistent, reliable forecasts across geographies, stressed and unstressed tiers, and scenarios 
  • Mortgage Risk Modeling
    Easily configured with supervisory stress-testing scenarios, CoreLogic HPI Forecasts Stress-Testing Scenarios, or macro-economic scenarios you set, RiskModel covers all residential mortgage asset classes—providing comprehensive, defendable default-and-loss forecasts
  CoreLogic HPI™/ CoreLogic HPI Forecasts™-Florida MSA Scenarios
Source: CoreLogic HPI Forecasts Stress-Testing Scenarios

Downloads

Stress Testing Sales Sheet - Interactive
For best results, please view interactive PDF in Adobe Reader.

Stress Testing Sales Sheet

Subject-Matter and Modeling Expertise

Our Advisory Services and DART (Decision Analytics & Research Team) professional services groups offer various levels of stress-testing engagement, from custom calibration and model validation to stress-testing execution. We can also custom-fit RiskModel and CoreLogic HPI Forecasts Stress-Testing Scenarios to support internal and external model validations while enhancing the efficacy of your analysis.

Mortgage-Asset Stress-Testing Services

Our Advisory and DART consulting subject-matter and modeling experts provide services to help you meet your objectives on schedule:

  • Portfolio Benchmarking and Data Enhancement
    Drawing on our vast repository of mortgage-performance datasets, we can help support management adjustments and expand the breadth of performance observations
  • Model Validation and Calibration
    Leveraging our quantitative expertise, we can assess your model, provide recommendations to improve it, and develop custom calibrations to support internal model-validation requirements
  • Stress-Testing Execution
    Once your modeling framework is fully validated, we can work with you to generate forward projections and develop an automated process to support current and future stress-testing submissions

MRAs and MRIAs—Specialized Attention

The assignment of MRAs (Matters Requiring Attention) or MRIAs (Matters Requiring Immediate Attention)—with accountability at the highest levels of your organization—further intensifies the scrutiny associated with stress testing. Our residential mortgage and modeling experts can provide the resources you need to help avoid MRAs and MRIAs in the first place, or add outside credibility to your efforts to address them when mandated.

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