Loan Evaluation & Estimate Loss System (LEVELS®)
Essential Intelligence to Navigate the U.S. Residential Mortgage Market
LEVELS® utilizes residential mortgage loan characteristics, borrower data, and regional economic data to produce in-depth loan-level analysis and reports with estimates of loan/pool-level performance. Get the essential insights you need to stay one step ahead of the credit risk associated with individual or pool-level U.S. mortgage loans.
Effectively Manage Your Credit Risk and Investment Opportunities
Robust Analysis and Reports
Run over 50,000 loans at any given time and perform robust drill-down comparative analysis for each individual mortgage.
Rich Calibration Dataset
LEVELS provides rich data calibrated on the performance of nearly eight million mortgage loans originated since 1998*, with algorithms aligned and maintained to the latest S&P Global Ratings criteria and credit enhancement adjustment factors.
Flexible Delivery
Based on your needs, LEVELS comes as a stand-alone desktop or an engine version that integrates into existing infrastructure.
How it Works
Vital Insights Needed to Take Action
S&P Global Ratings Analysts use LEVELS as a starting point in the credit assessment of any mortgage loan pool. LEVELS calculates foreclosure frequency and loss severity, two credit risk estimates that are key to analyzing and managing the financial and credit risk fundamentals of consumer mortgage exposure. It supports traditional conforming and non-conforming loans as well as non-qualified mortgage loans.
Platform Benefits
An End-to-End Platform
It’s all here, from front-end origination to risk-based pricing to securitization.
Rich Rating Methodology
We cover prime, non-prime, 1st or 2nd lien, seasoned, re-performing, non-qualified loans, and more.
Scenario Analysis
Customize default, severity, and/or pool-level model runs allow you to gain greater visibility.
Robust Modelling
Based on S&P Global Ratings’ proprietary fundamental loan- and pool- analytical framework
Pool-Level Reports
Obtain vital pool balances and stratified data highlighting key risk characteristics.
Request Follow Up
Get U.S. Residential Mortgage-Backed Securities (RMBS) intelligence right at your fingertips. Fill out the form so we can connect you to the right person.