Freddie Mac loan-level mortgage data into ClickHouse
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Updated
Aug 28, 2022 - Go
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.
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