themortgagellm™Scoring Models · Prepayment 36-mo
What it does
Predicts cumulative prepayment probability within the first 36 months — the bulk of the refi-burnout window for typical 30-year fixed product. Trained on 2013-2022 cohorts (last fully-observable 36-mo window through 2026-04). Useful for long-horizon CPR projections and MBS pricing assumptions.
Why it matters. Captures the bulk of the refi-burnout window for 30-year fixed product. Drives long-horizon CPR projections for MBS pricing and the trailing-end of MSR carrying value. Together with the 12/24-mo predictions, you get a per-loan cumulative-prepay curve you can plot directly against the empirical vintage benchmarks for cohort sanity-checks.
› Try it on the home page (Loan-level model scoring → Prepayment 36-mo)
API connector
Programmatic access. Calibrated probability + risk band + operating recommendation in the response.
POST /api/score_prepay_36mo
Content-Type: application/json
{ ...same payload as /api/score_prepay_12mo... }
Schema reference (request / response shape): GET /api/score_prepay_36mo/schema
Model metadata (training cohort, AUC, calibration): GET /api/score_prepay_36mo/info