themortgagellm™Scoring Models · Prepayment 24-mo
What it does
Same loan-feature schema as Prepayment 12-mo, but predicts cumulative prepayment probability within the first 24 months. Captures more of the typical refi window peak; most useful for MSR hedging horizons of 1-2 years.
Why it matters. The 24-mo horizon captures most of the typical refi-window peak. Pair the 12/24/36-mo predictions to build a per-loan cumulative-prepay curve and compare against your vintage benchmark — material divergence is where MSR mismarking lives. Most useful for 1-2 year MSR hedging horizons: receiver swaptions, floored payor swaps, cohort-level CPR projections.
› Try it on the home page (Loan-level model scoring → Prepayment 24-mo)
API connector
Programmatic access. Calibrated probability + risk band + operating recommendation in the response.
POST /api/score_prepay_24mo
Content-Type: application/json
{ ...same payload as /api/score_prepay_12mo... }
Schema reference (request / response shape): GET /api/score_prepay_24mo/schema
Model metadata (training cohort, AUC, calibration): GET /api/score_prepay_24mo/info