Briefs, Notes & White Papers
FHFA Mortgage Analytics Platform (Version 2.0)

Published: 05/21/2020

Author(s): Robert M. Dunsky, Xiaoming Zhou, Michael Kane, Ming Chow, Andrew Davenport, Sherman Davis, Charles Hu, and Andrew Varrieur

Release notes

This version of the white paper incorporates the following two major updates to the FHFA Mortgage Analytics Platform:

Re-estimated performing loan equations for 30-year fixed rate, 15-year fixed rate, and 5/1 adjustable-rate mortgages. The re-estimated equations incorporated new explanatory variables important to predicting single-family mortgage delinquency.
Replaced the constant mortgage insurance (MI) haircuts with rating-based MI haircuts.

Attachments:
FHFA Mortgage Analytics Platform Whitepaper