themortgagellm™Scoring Models · EPD 24-mo
What it does
Same loan-level feature schema as EPD 12-mo, but predicts the probability of 60+ DQ within the first 24 months post-origination. Trained on 2013-2023 GSE cohorts (19M loans), tested on 2024: AUC 0.78 (cross-cycle holdout; a random-split test within 2013-2023 gives AUC 0.87). Isotonic-calibrated. Use it for mid-life risk pricing and reserve setting (the 12-mo horizon misses ~half of all first-24-mo defaults).
Why it matters. The 12-mo horizon misses roughly half of the defaults that emerge in the first two years. Use 24-mo EPD for mid-life pricing, reserve setting, and credit-cycle stress testing — particularly important for loans funded into a tightening macro environment where 13-24 month delinquencies dominate the loss profile and short-horizon performance flatters the book.
› Try it on the home page (Loan-level model scoring → EPD 24-mo)
API connector
Programmatic access. Calibrated probability + risk band + operating recommendation in the response.
POST /api/score_epd_24mo
Content-Type: application/json
{ ...same payload as /api/score_epd... }
Schema reference (request / response shape): GET /api/score_epd_24mo/schema
Model metadata (training cohort, AUC, calibration): GET /api/score_epd_24mo/info