Building on our earlier research on expanded consumer attributes, AD&Co continues to explore how credit data contributes to modeling delinquency and prepayment risk, which are key drivers of mortgage servicing rights cash flows and valuation.

Our latest analysis shows that while modern credit scores capture important borrower behavior, there is still meaningful explanatory power beyond any single score. Across 2,000+ consumer attributes, additional variables provide incremental insight into loan performance and mortgage servicing rights valuation dynamics.

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