themortgagellm™Use Case · Loan Performance
Track performance of loans post-funding: prepayment-curve forecasts at 12 / 24 / 36 months, cumulative 60+DQ trajectories, repurchase-risk scoring for rep-and-warranty reserve setting, and MSR-sensitivity analysis.
Sample prompts
Per-loan prepayment curve at 12 / 24 / 36 months
“Score this loan for 12 / 24 / 36-mo prepayment probability and compare to the 2020 Fannie vintage benchmark.”
Per-loan prepayment-curve scoring (12/24/36-mo horizon) is a live-model call — try the prompt in the chat for the calibrated cumulative prepay probabilities on a specific loan profile, and compare against the empirical vintage curve…
2018 Freddie cohort empirical 36-mo 60+DQ rate
“What is the empirical 36-mo 60+DQ rate for the 2018 Freddie cohort?”
The empirical 36-mo cumulative 60+DQ rate by GSE vintage is a live-query metric — run this prompt in the chat for the current Freddie 2018 cohort rate against the broader vintage trajectory…
FHA 60+ DQ rate trajectory for the 2022 vintage by loan age
“Show the cumulative 60+ delinquency rate for the 2022 FHA vintage by loan age.”
The 2022 FHA origination cohort hit cumulative 60+ DQ of 25.8% by month 36 — roughly 35% higher than the 2018 FHA cohort at the same loan age (19.1%) and well above any post-2014 FHA vintage at that age. Origination-mix and TPP-accounting effects both contribute…