Mortgage Analytics
Adjusting Mortgage Rates to Lower Credit Scores using CA’s Credit Risk Model
| Collateral Analytics
By Dr. James R. Follain and Dr. Michael Sklarz Lending trends have led to more conservative underwriting in recent years follow the period of too often lax lending standards during the boom years in the…
Mortgage Analytics
Key Drivers of Variations in the Credit Risk Spread among Markets
| Collateral Analytics
By James R. Follain and Michael Sklarz Collateral Analytics recently announced a new product: a Credit Risk Model. The model is designed to measure the credit risk associated with residential mortgages. Credit risk stems from the potential default by mortgage…
Mortgage Analytics
Measuring Variations in Credit Risk among Markets: A New Product from Collateral Analytics
| Collateral Analytics
By James R. Follain and Michael Sklarz Collateral Analytics has recently developed a new Credit Risk Model. It is designed to measure the losses due to borrower default on residential mortgages. The summary measure is the credit risk spread (CRS).