Interactive model for US Residential Mortgage-Backed Securities, available via dv01 web interface.
~$25,000/yr est.
On-demand
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1
Freshness
Recently enriched
Complete
69%
API
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$25,000/yr est.
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Screening and Dynamic Signaling in the Mortgage Market
by M Adelino · 2026 · Cited by 2 — We develop a dynamic model of asset origination with unobservable screening effort and signaling of loan quality through delayed sale by extending Vanasco (2017) ...
Mortgage-Backed Securities and the Financial Crisis of 2008
by J Ospina · 2018 · Cited by 71 — This data set allows us to examine the actual repayment stream and losses on principal on these securities up to 2014, and thus with a considerable distance ...Read
Beyond the Balance Sheet Model of Banking
by G Buchak · 2018 · Cited by 206 — We document and study two margins of adjustment that are usually absent from this view using microdata in the $10 trillion U.S. residential mortgage market. We ...R
Expected fields and columns in this data product
US RMBS Model is an alternative data product offered by Fitch Ratings, available on discovery. Data is updated on-demand. Vedex estimates pricing at roughly $25,000/yr (an estimate, not a vendor-published price).
Interactive model for US Residential Mortgage-Backed Securities, available via dv01 web interface.
Fitch Ratings is a data provider vendor based in New York, New York. Fitch Solutions is a leading provider of credit intelligence, data, and analytical tools, serving the global financial community with comprehensive research and risk management solutions. As a subsidi...