U.K. RMBS
In 2010, BlackBox Logic began aggregating data for European RMBS deals. The BBx Data UK database currently contains deal, class and loan-level data on 102 UK deals backed by non-conforming mortgages. The loan-level data is sourced from trustees in the UK. Every deal contains accurate monthly deal summaries and class level information as parsed from remit reports. The data includes proprietary models to calculate prepayments, delinquencies, default timing, and loss severities.
Current data characteristics include:
- 102 UK Deals
- 1,315 Deal Activity Records
- 735,986 Loans
- 4,443,010 Loan remittance Activity Records
- 896 Classes
- 19,739 Class Activity Records
The next phase of this project will capture data on an additional 113 UK deals. Future plans are to expand data capture to other European deal sets.