Standard & Poor's LEVELS México® is a dynamic risk analytics system tailored to the specific characteristics of Mexico’s growing mortgage market. LEVELS México can help you analyze a single loan or pool of loans, and estimate loss severity and credit enhancement for different RMBS tranche rating levels.
The statistical analysis that underlies the model is based on Mexican residential mortgage loan performance data and a broad range of loan and borrower characteristics. The economic data integrated into the model takes into account the specifics of the Mexican market -- such as periodic mortgage payment adjustments resulting from inflation level fluctuations, and their subsequent effects on borrower behavior.
LEVELS México® is a useful tool that can help you:
Evaluate mortgage-backed collateral
Conduct risk-based pricing using your own pricing parameters
Call us: 1-800-357-0769 (U.S. toll-free), or 1-303-721-4802 option 2 (if calling from outside the U.S.)
Related Information:
Products & Services
A loan level credit model to analyze the risk of residential mortgage loans, also used to determine the foreclosure frequency, loss severity and credit enhancement levels required for securitization. LEVELS®: RMBS Credit Model
The SPIRE™ Cash Flow model analyzes the effect of variable interest rates on both assets and liabilities associated with structuring residential mortgage backed securities, incorporating Standard & Poor's criteria. SPIRE®: RMBS Cash Flow Model
Standard & Poor's LEVELS Australia provides dynamic credit risk analysis of residential mortgage-backed securities. LEVELS Australia
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