eMBS data set

The eMBS version of the Universal Calculation Library provides calculations for many common analyses for the data set. The UCL also provides a robust set of configuration inputs that allow for filtering, creating new metrics, linking in additional data, and customizing the final summaries.

The library is constructed using <block>'s, which eliminate the need to expose large amounts of XML code, so the focus can be placed on the inputs and results of the analyses, not the structure of the code.

Using the embs_calc block

To use this version of the Universal Calculation Library, use the <import> operation, as follows:

<import path="pub.lib.ucl.v3.lib_embs_calc"/>

Once the library is imported, specific blocks within the library can be called using the <insert> element:

<insert block="embs_calc" calcs="[LIST_OF_CALCULATIONS]"/>

To use the set of calculations designed for this data set, use the embs value for the block attribute, as shown above. For the calcs attribute, provide a comma-separated list of calculations, as specified in the Calculations topic of this guide.

Data

This version of the Universal Calculation Library is designed to work with data tables, as well as several related tables commonly used in MBS analyses.

Note: Access to these data sets is dependent upon your subscription.

Tables used in calculations

In addition to hosting a legacy Agency Mortgage data set, 1010data also hosts an Agency Mortgage data set provided by eMBS. While the legacy data set provides all of the relevant tables needed for analysis, eMBS normalizes the data so that all 3 agencies are presented in the same format. This allows cross-agency analysis within a single query (at the pool level) and significantly reduces the number of tables required for analysis. In addition to hosting a combined dataset for the purpose of efficiency and timing, 1010data also hosts a seperate dataset for GNMA and the 2 GSE’s. A list of the major tables for the combined folder is listed below. The same tables for each agency can be found under pub.fin.embs.agency.time_series.

Columns linked from these tables can be used for creating custom analyses and logic when using the UCL.
Note: Not every table is linked in every calculation. This list details tables that may be linked in, depending on which calculations are specified in the calcs attribute.

The following tables are utilized in the embs version of the Universal Calculation Library:

Table 1. eMBS data
tablename Table title
delh Delinquency Time Series
iss Issuers
arst Rate Change Details
arm ARM Time Series
cs2 Supplemental Disclosure
sec Master
lds2 Loan Distributions 2
fh Factor Time Series
svc Servicer Breakdown Time Series
ldst Loan Distributions
lds3 Loan Distributions 3
cpnh Coupon Time Series
qrt Quartile Time Series
sc eMBS Calculated Data
geo Geo Time Series
ldst_orig Loan Distributions - Original
ms Step Modified # of Steps
soam Security Optional Attributes
msdt Step Modified Step Rate TS
mh Misc Data Change History
ih Issuer Time Series
sf Scheduled Factor History