Credit Risk Insight for CAS

Enhanced loan-level mortgage analytics for Connecticut Avenue Securities (CAS)

Product Overview

Equifax helps fuel advanced analytics across the capital markets value chain to help investors gain the comprehensive borrower and market insights you need to make informed investment decisions. Credit Risk Insight™ for Connecticut Avenue Securities (CAS) enhances existing agency mortgage-backed securities (MBS) loan-level performance data widely used today.

We provide insights beyond standard disclosure elements and risk scores available for Fannie Mae credit risk transfer securities.  Now you can monitor the changing credit profile of borrowers paying on agency risk transfer mortgages at the loan level.

The value to your business:

  • More accurately predict future delinquencies, defaults, loss severities and prepayments
  • Benchmark deals against one another to understand if any are over/underpriced in the market
  • Gain more insight into the underlying borrower and co-borrower’s credit
  • Access unique data that goes beyond normal disclosures
  • Perform "exact match capabilities" at the consumer level between Fannie Mae loan, CAS security and Equifax file data sources
  • Understand consumer payment behavior by accessing trended credit data on CAS securities