themortgagellm^™

What it does

Gradient-boosting model rating a loan's probability of reaching 60+ days delinquent within the first 12 months post-origination — the industry- standard Early Payment Default definition. Trained on the 2013-2023 GSE cohorts (22M loans), tested on 2024: AUC 0.83 (cross-cycle holdout; a random-split test within 2013-2023 gives AUC 0.88). Isotonic-calibrated. Use it for pre-funding pricing tiers, LLPA surcharges, and originator-quality benchmarking.

Why it matters. EPD is the industry's leading edge of credit risk: ~0.7% baseline on GSE conforming, but each signal carries roughly $10K in expected impact — LLPA surcharges (~25-100 bps), reserve allocation, and the fact that ~15% of EPDs ultimately convert to repurchases. Price the prediction into your pre-funding LLPA tier, escalate elevated profiles to manual UW review, and use the signal as an originator-quality benchmark across your correspondent or broker panel.

› Try it on the home page (Loan-level model scoring → EPD 12-mo)

API connector

Programmatic access. Calibrated probability + risk band + operating recommendation in the response.

POST /api/score_epd
Content-Type: application/json

{
  "borrower_fico": 720,
  "dti": 38,
  "original_ltv": 80,
  ...

  // Optional: "seller_name" (your originating lender) adds finer-grained
  //           signal; omit it for the population-baseline pattern.
}

Schema reference (request / response shape): GET /api/score_epd/schema

Model metadata (training cohort, AUC, calibration): GET /api/score_epd/info