Model Dutch RMBS #5
Replies: 4 comments 2 replies
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Let's use this deal as sample |
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Nope , EuroABS applies a strict rule which only allow stake holders to view the loan level data |
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PEARL Mortgage Backed Securities 3 B.V. shall be a good start |
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Hi @yellowbean we have started publishing data templates and ETL pipelines relevant for some dutch RMBS https://github.com/Algoritmica-ai/deeploans/tree/main/ETL-Pipelines/ECB-Loan-level-data-templates%20/Residential-Mortgages-ETL-Pipeline |
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Thanks @lucaborella89 thanks very helpful . While could you advise whether the header file (RMBS Taxonomy v28) is public ? it it is accessible to anyone I'm happy to build helper function to convert loan tape into |
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The RMBS Taxonomy V28 is public (see here) but not current anymore. We are going to work on the new template/header here Algoritmica-ai/deeploans#1 @samgriek fyi |
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Missing part:
it seems that Dutch RMBS loan by loan data was disclosed at Loan by Loan. but I don't have access to. Anyone who can access that ,it would be great to have the header/fields list available
Reference:
#32
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