MIMs™

Mortgage Industry Medians

Mortgage Industry Medians (MIMs) is a semi-monthly dealer consensus of long-term prepayment projections. The MIMs survey is based on MIAC’s Generic Cohorts, which are derived from broad-market MBS data and differentiated by product type, coupon, and issue year.

Most Widely Used Industry Prepayment Projections

Comprehensive, accurate, and timely survey of prepayment forecasts for mortgage pricing, risk management, and stress analysis.

Features

  • Includes projections for base case and yield curve shift scenarios
  • Incorporates speeds from prominent Wall Street dealers
  • Explicit loan attributes for each Generic Cohort such as WAC, WALA, WAM, mtm-LTV, FICO, and average loan size
  • The web application allows users to dynamically monitor MIMs projections over time and compare speeds between participating dealers
  • Integration into MIAC Analytics™ software suite and Dynamic MIMs™
  • Dynamic MIMs™ – an enhanced module that accommodates intraday changes in mortgage rates

Gain Insight into Current Mortgage Trends

MIMs – The Most Granular Cohorts in the Industry

Most mortgage assets, including MSRs and CMOs, are priced with dealer consensus prepayment speeds.
MIMs includes long-term projections for the following sectors:
  • Conventional 15-Year/30-Year, and Hybrids
  • Ginnie Mae II 15-Year/30-Year, and Hybrids
  • Ginnie Mae I 15-Year/30-Year
  • Jumbo 30-Year and Hybrids

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