Housing Affordability Analytics (HAA) provides a complete view of costs like principal, interest, taxes, insurance and inputs like utilities, that impact a borrower’s ability to repay. While traditional models often focus on mortgage payments, we help you capture the full cost of homeownership, including highly variable, location-specific expenses that can significantly influence loan performance. With this clarity, you can better assess affordability risk and make smarter, data-driven MBS decisions.

Traditional loan models often overlook the full cost of owning a home. While principal and interest are fixed and disclosed, other essential costs like property taxes, insurance, and utilities can vary dramatically by location - and are rarely disclosed with the same transparency.

We combine our vast mortgage servicing data with climate-driven utility cost modeling to deliver a comprehensive picture of ownership costs, helping you understand debt-to-income (DTI) dynamics and borrower repayment capacity with unmatched precision.

McDash® covers ~ two-thirds of all U.S. residential loans, delivering high quality insight into property taxes and insurance costs.

Our Climate Risk team’s geospatial models quantify annual utility usage across 109+ million households in the U.S.

Our privacy-protected modeling transforms loan-level detail into security-level analytics, supporting MBS investment decisions at scale.

 

Data Support

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Specifications

Geographical Coverage
North America
History
Since 2020
Data Frequency
Daily
Data Quality
Monthly | Quarterly
Delivery Mechanism
ICE CAP | ICE Data Files | ICE Connect

Key Features


Key metrics

  • Current and estimated Principal & Interest (P&I) payments
  • Estimated annual costs for taxes, insurance (hazard, flood, earthquake) and utilities
  • Variable vs. fixed cost breakdown
  • Comparison of all-in homeownership costs to local income levels

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


ICE Data Files

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

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.

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Housing Affordability Analytics?