Difference between revisions of "FM SFLP Template"

From Open Risk Manual
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== Background ==
 
== Background ==
In support of its credit risk transfer programs, Fannie Mae released an extensive dataset beginning in 2013 that provides insight into the credit performance of a portion of Fannie Mae’s single-family book of business. The dataset provides monthly loan-level detail and is offered to help investors gain a better understanding of the credit performance of a portion of single-family loans owned or guaranteed by Fannie Mae. The public dataset includes a subset of Fannie Mae’s 30-year, fixed-rate, fully documented, single-family amortizing loans that the company owned or guaranteed on or after January 1, 2000.  In October 2020, Fannie Mae enhanced the data offering to include additional credit performance data.<ref>[https://capitalmarkets.fanniemae.com/tools-applications/data-dynamics Data Dynamics (Fannie Mae)</ref>
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In support of its credit risk transfer programs, Fannie Mae released an extensive dataset beginning in 2013 that provides insight into the credit performance of a portion of Fannie Mae’s single-family book of business. The dataset provides monthly loan-level detail and is offered to help investors gain a better understanding of the credit performance of a portion of single-family loans owned or guaranteed by Fannie Mae. The public dataset includes a subset of Fannie Mae’s 30-year, fixed-rate, fully documented, single-family amortizing loans that the company owned or guaranteed on or after January 1, 2000.  In October 2020, Fannie Mae enhanced the data offering to include additional credit performance data.<ref>[https://capitalmarkets.fanniemae.com/tools-applications/data-dynamics Data Dynamics (Fannie Mae)]</ref>
  
 
== Version History ==
 
== Version History ==

Revision as of 16:12, 17 January 2023

Background

In support of its credit risk transfer programs, Fannie Mae released an extensive dataset beginning in 2013 that provides insight into the credit performance of a portion of Fannie Mae’s single-family book of business. The dataset provides monthly loan-level detail and is offered to help investors gain a better understanding of the credit performance of a portion of single-family loans owned or guaranteed by Fannie Mae. The public dataset includes a subset of Fannie Mae’s 30-year, fixed-rate, fully documented, single-family amortizing loans that the company owned or guaranteed on or after January 1, 2000. In October 2020, Fannie Mae enhanced the data offering to include additional credit performance data.[1]

Version History

  • Current Entries are based on the October 2020 release

Structure

The FM SFLP template in a single table of data fields that captures all available loan data. The following is a summary table. Click through for more detailed information.

Field Name Purpose
Example Example

Disclaimers

The definitions of terms provided under the FM SFLP Template category are the exclusive property of Fannie Mae and/or its licensors. The FM SFLP Template documentation has been converted into online hyperlinked content that is embedded within the Open Risk Manual. There is no guarantee that the conversion is faithful to the original, up-to-date or otherwise fit-for-purpose. When in doubt, consult the documentation and templates provided by the original sources.

References