Context:

• Trend analysis for different attributes and see if any of the attributes has changed dramatically over the given time frame.

Approach:

• Extract the historical data from Loan performance database and Analyze trends of various loan performance attributes like LTV, CLTV ,HPA, FCLS, REO, FICO, REFI etc.
• Historical Roll rate analysis for Prepayments, Default and Loss Severity to see possible roll rate for loan pool

Issues:

• Data inconsistency
• Vague output due to Data anomalies

Result:

• Actual behavioral output of the loan performance attributes with minimal possible errors
• Increase in efficiency and proactive decision making
• Critical Input for the various loan performance and analysis models