Home Price Dynamics
Smarter MBS decisions start with smarter property valuations.
Unlock more precise Loan-to-Value (LTV) insights across your MBS portfolio with our cutting-edge Home Price Dynamics solution. Powered by advanced valuation models and granular, timely data, we help improve model performance and investment decision-making.
Tap into differentiated data and analytics across the mortgage lifecycle
Stop estimating. Start knowing.
Gain a sharper, data-driven understanding of the market with Home Price Dynamics.
Make every model count
For MBS investors, Loan-to-Value ratios are disclosed only once - at the time of issuance-leaving a major blind spot as property values change over time. Traditional methods rely on broad regional indices that fail to reflect neighborhood-level dynamics, leading to inaccurate LTV estimates and reduced model accuracy.
Home Price Dynamics solve this challenge
We combine ICE’s Automated Valuation Models (AVMs) and proprietary Home Price Indices to deliver high quality, timely property value estimates - down to the zip code and price tier. This allows you to estimate current LTV with unmatched precision, ultimately boosting the performance of your prepayment, default and security selection models.
Built on unmatched coverage
Drawing from ICE public records data covering 99.9% of all U.S. parcels and real-time listings from our Paragon Connect MLS platform®.
Hyper-local accuracy
ICE Home Price Indices offers over 20,000 zip codes, each segmented into five unique price tiers - capturing nuanced market behavior others miss.
Security-level insights from loan-level detail
Our spatial modeling expertise, coupled with privacy-protected integration, transforms detailed loan data into actionable security-level analytics.
Why choose Home Price Dynamics?
Key metrics
- Estimated Current LTV (CLTV)
- Estimated home price appreciation since origination
- Tappable equity
- Monthly payment changes from cash-out refinance
Multiple asset classes
- Agency MBS Pools
- Agency CMOs
- Agency Credit Risk Transfer (CRT)
- Non-Agency RMBS CMOs
Built for critical use cases
- Prepayment modeling
- Default and loss modeling
- Security selection