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Research

Research

House Prices and Economic Growth

Collateral Analytics

House price changes can have both the wealth effect and the collateral effect on the economy. The wealth effect and the collateral effect respectively refer to changes in desired consumption and changes in actual consumption due to house price changes.
Research

Housing Market Softening at the Top End: Will the Bottom End Follow?

Collateral Editor

by Dr. Michael Sklarz* and Dr. Norman Miller** | October 24, 2018 Download a PDF file of this research paper here. Introduction Some housing market observers have noticed that higher priced homes, on average, are taking much longer…
Research

Housing Values & School Quality

Collateral Analytics

by Dr. Michael Sklarz, Dr. Norman Miller  and Dr. Anthony Pennington-Cross |  April 17, 2018 Download a PDF file of this research paper here. Introduction At Collateral Analytics we always strive to improve our valuation models by incorporating…
Research

Introducing the Collateral Analytics Real Time Home Price Indices

Dr. Michael Sklarz* and Dr. Norman Miller**

Intro­duc­tion Collateral Analytics has created a new set of Daily Home Price Indexes, HPIs, for single-family residential transactions in a number of major metros.[1] Residential real estate has always been a very important asset class for the…
Research

Is A New Home Price Bubble Forming?

Collateral Analytics

by Michael Sklarz, Ph.D., Jim Follain Ph.D., and Norm Miller Ph.D. INTRODUCTION There has been growing speculation among some economists and real estate market observers that there is another bubble forming in the U.S. housing market or in various metropolitan…
Research

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…
Research

Measuring the Impact of Upwardly Biased Appraisals on Mortgage Credit Risk

Collateral Analytics

by Dr. James R. Follain and Dr. Michael Sklarz There are numerous drivers of the credit risk associated residential mortgages. The two most important ones include the current loan to value ratio on the loan and the borrower’s initial credit…
Research

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).
Research

Modelling House Prices at the MSA Level Results and Implications for the Credit Risk Model

Collateral Analytics

by Dr. James R. Follain and Dr. Michael Sklarz Overview: The Importance and Challenges of Predicting Future House Prices CA’s new Credit Risk Model (CRM) generates measures of the credit risk associated with residential mortgages. One summary measure is the…
Research

Neighborhood Attributes and Analysis: Valuation Certainty and Price Risk

Collateral Analytics

by Dr. Michael Sklarz and Dr. Norman Miller Introduction The analysis of home price risk, default and foreclosure risk, usually occurs at the individual household level and considers value, credit, income and wealth at that same level. …