Unlock more precise Loan-to-Value (LTV) insights across your MBS portfolio with our cutting-edge Home Price Dynamics solution. Powered by advanced valuation models and granular, timely data, we help improve model performance and investment decision-making.
For MBS investors, Loan-to-Value ratios are disclosed only once - at the time of issuance-leaving a major blind spot as property values change over time. Traditional methods rely on broad regional indices that fail to reflect neighborhood-level dynamics, leading to inaccurate LTV estimates and reduced model accuracy.
Drawing from ICE public records data covering 99.9% of all U.S. parcels and real-time listings from our Paragon Connect MLS platform®.
ICE Home Price Indices offers over 20,000 zip codes, each segmented into five unique price tiers - capturing nuanced market behavior others miss.
Our spatial modeling expertise, coupled with privacy-protected integration, transforms detailed loan data into actionable security-level analytics.
Specifications
Key Features
Key metrics
- Estimated Current LTV (CLTV)
- Estimated home price appreciation since origination
- Tappable equity
- Monthly payment changes from cash-out refinance
Multiple asset classes
- Agency MBS Pools
- Agency CMOs
- Agency Credit Risk Transfer (CRT)
- Non-Agency RMBS CMOs
Built for critical use cases
- Prepayment modeling
- Default and loss modeling
- Security selection
Products
The evolution of our file-based offering. Bringing together, in a unified solution Corporate Actions, Reference Data, Analytics and our wealth of pricing datasets including ICE Evaluations, CEP, Fair Value Information Services & Listed Market Pricing.
ICE Connect brings together access to cutting-edge trading tools with real-time cross-asset data, global news, and analytics all on one platform. Whatever your role, our platform can be tailored to your workflow for optimal efficiency.