Built on a foundation of contributed data, Loan-Level Market Analytics offers optional focused analytics modules that enable exacting customization and new levels of accuracy in modeling and benchmarking risk.
Loan-Level Market Analytics combines mortgage, property, and anonymized borrower data with focused analytics to provide the information you need to make trustworthy assessments of portfolio risk. By including both agency and non-agency mortgage data, it gives lenders, servicers, investors, and advisory firms a unique, comprehensive intelligence resource to ensure that portfolio benchmarking and internal modeling are consistent, dynamic, and accurate.
To avoid future financial meltdowns, many industry leaders are moving away from high-level portfolio risk summaries to precise, loan-level portfolio analytics. Although previously dismissed as too cumbersome and time-consuming, loan-level analytics have come into their own as advances in data and technology coalesced to make them as fast and cost-effective as portfolio-level summaries – and far more accurate.
Loan-Level Market Analytics empowers a new approach to portfolio risk management – one based on the idea that risk managers get better results when they start with the information they need than when they first have to manipulate mountains of raw data to create that information themselves.
The foundation of Loan-Level Market Analytics is contributed market data from most of the top U.S. servicers – origination and performance data on some 170 million agency and non-agency loans, with history dating back to 1999.
Origination data provides baseline information at the loan level, including:
- Origination date/amount
- Property type (SFR, etc.)
- Loan type (FHA, VA, etc.)
- Interest rate type/terms
- Initial interest rate
- First payment date
- Maturity date
- ARM data
- Prepayment data
- Origination channel
- LTV at origination
- Stated occupancy
- Appraised value
- DTI/FICO at origination
- Property state/Zip
Performance data provides monthly updates to key data points, including:
- Payment status
- Current balance
- Agency vs. non-agency indicators
- Delinquency history string
- Current payment amount
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Integrated Analytics Modules
Four optional Loan-Level Market Analytics modules add focused, loan-level data and analytics that provide the kind of telling insights that make it possible, for example, to differentiate real-world risk between two seemingly identical loans.
Loan Modification Insight
This optional module identifies changes to interest rates, payments, and loan balances that have resulted from loan modifications.
Borrower Credit Insight
This optional module offers anonymized borrower credit information – powered by TransUnion – including credit scores and borrower behaviors for debts beyond the listed mortgage (limits, delinquencies, utilizations, etc.)
Supplemental Loan Analytics
This optional module offers AVM property valuations, open lien and CLTV metrics. It also includes alternatively sourced data such as loan purpose, occupancy, product details, piggyback junior lien indicators, modifications, notice of default, and disposition.
Industry-leading CoreLogic databases that are integrated with Loan-Level Market Analytics include:
- Property data covering over 99 percent of U.S. properties
- Property transaction data (mortgage details) covering 97 percent of the U.S. population
- Updated property values from proprietary AVM models
- Current property occupancy indicators
- Property listing data
- Anonymized borrower credit, including credit history
From the outset, Loan-Level Market Analytics was designed to enable client customization on many levels – to make it easy to configure a solution that precisely matches your needs. Built on a foundation of loan-level origination and performance data for 180 million agency and non-agency loans, its insights can be enhanced by including optional analytics modules focused on properties, borrowers, and supplemental information. A powerful tool integrating loan, property, and consumer data, Loan-Level Market Analytics can give you a 360º view of mortgage risk.