Series analyzer for FA673065103.Q

Issuers of asset-backed securities; home mortgages, including REIT securitized home mortgages; asset

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Data Source

Level is calculated based on the sum of jumbo, subprime, and Alt-A mortgages from data purchased from Loan Performance TrueStandings Securities Summary report with an adjustment to estimate complete coverage. Unadjusted transactions are the change in the level, less other volume changes. Other volume changes include charge-offs beginning 2007:Q1. Gross charge-offs data are estimated by the FOF section based on data from Moody's Analytics. Data for the most recent ten years show no significant seasonality.

Last edited on: 06/04/2014
Derived from:
FOF CodeDescription
+ FU673065103.QIssuers of asset-backed securities; home mortgages, including REIT securitized home mortgages; asset
+ FS673065103.QIssuers of asset-backed securities; home mortgages, including REIT securitized home mortgages; asset

Used in:
FOF CodeDescription
+ FA673065105.QIssuers of asset-backed securities; home mortgages; asset