Following on from yesterday’s post where we explored some of the data in the Digital Finance Analytics Core Market Model, today we walk through the mortgage stress data contained in the model.
Mortgage stress has been featured in quite a few recent posts – see the link here for details – but now we examine in real time some of the interesting data contained in the model.
We look at data across the states, segments, and locations, and also look and the relative distribution of severe and mild stress.
Link that with the probability of default as we discussed previously and the model becomes powerfully predicative.
Note the data is for demonstration purposes only.
