RMBS Historical Collateral Performance

RMBS Historical Collateral Performance


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



  • 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



  • Data inconsistency
  • Vague output due to Data anomalies


  • 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