A Tale of Two Portfolios RMBS Market

How resilience profiles can benefit the RMBS market

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White Paper

Nearly all public residential mortgage-backed securities (RMBS) prospectuses disclose FICO® Score information, providing a consistent measure of underlying portfolio credit risk that allows stakeholders to compare the quality of similar portfolios or vintages over time. With the introduction of the FICO® Resilience Index, RMBS issuers and investors can gain additional insight about portfolio risk under stress. The FICO Resilience Index is a new analytic designed to rank-order consumer resilience to economic stress. It differentiates and rank-orders “latent” credit risk that may manifest during economic downturns, offering a powerful complement to the FICO® Score for deeper credit risk insights and more refined consumer decisions.

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