Leakage-aware mortgage prepayment modeling with public Freddie Mac SFLLD data
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Updated
Jul 14, 2026 - Python
Leakage-aware mortgage prepayment modeling with public Freddie Mac SFLLD data
Freddie Mac loan-level mortgage data into ClickHouse
MCP server for Cal — the AI mortgage platform from HomeLoanExpress. 166 wholesale lenders, 1,400+ indexed program docs, 250 DPA programs. The first mortgage MCP server with a real broker-accessible lender data moat.
Click link to see report. DATAT622 Final Project. HomeLoanAdvisor App. Jayden Jiang, Ariba Razzaq, Sabina Baraili, Ana Collado
IFRS 9 / AASB 9 mortgage credit-risk suite on Freddie Mac loan-level data — PD (logistic, AUC 0.81), real LGD from actual loss data (reconciled to the vendor loss field at 0.99), EAD, expected credit loss, stress testing (~10× downturn), a scorecard master scale, and out-of-time / out-of-regime validation.
The Federal Housing Finance Agency (FHFA) is an independent federal regulator established in 2008 that supervises Fannie Mae, Freddie Mac, and the Federal Home Loan Bank System. FHFA provides publicly accessible data APIs and datasets covering house price indexes (FHFA HPI), mortgage market surveys, conforming loan limits, National Mortgage…
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