themortgagellm™Scoring Models · EPD 36-mo
What it does
Same feature schema, predicts 60+ DQ within the first 36 months. Trained on 2013-2022 GSE cohorts (16M loans, 36-mo fully observable through 2026-04), tested on 2023: AUC 0.75 (cross-cycle holdout; random-split within 2013-2022 gives AUC 0.86). Isotonic-calibrated. Captures full-cycle DQ risk including the refi-window peak; useful for long-horizon credit-risk modeling and CRT pool composition.
Why it matters. Captures the full first-cycle credit risk including the refi-window peak. Drives long-horizon credit modeling, CRT pool composition decisions, and reserve curves for new-vintage originations. Pair with the 12/24-mo predictions to flag profiles where strong short-term performance under-prices the longer-tail risk.
› Try it on the home page (Loan-level model scoring → EPD 36-mo)
API connector
Programmatic access. Calibrated probability + risk band + operating recommendation in the response.
POST /api/score_epd_36mo
Content-Type: application/json
{ ...same payload as /api/score_epd... }
Schema reference (request / response shape): GET /api/score_epd_36mo/schema
Model metadata (training cohort, AUC, calibration): GET /api/score_epd_36mo/info