RT Journal Article
SR Electronic
T1 Latest Developments in Mortgage Analytics for Investors
JF The Journal of Structured Finance
FD Institutional Investor Journals
SP 184
OP 195
DO 10.3905/jsf.2012.17.4.184
VO 17
IS 4
A1 Brian Linde
A1 Suhrud Dagli
A1 Raj Dosaj
YR 2012
UL https://pm-research.com/content/17/4/184.abstract
AB This panel covers recent advances and availability of current, dynamic, loan-level consumer credit data and how that information can be used to improve the analysis of the mortgage pools underlying mortgage-backed securities. Topics discussed in the panel included servicer advancing practices, scenario analysis and stress testing, modification modeling, and the use of the cloud to manage large amounts of data.TOPICS: MBS and residential mortgage loans, statistical methods, factor-based models