MSCI Agency MBS Model Version 2.1: Single-Family Social Index
Jun 1, 2023
In November 2022, Fannie Mae and Freddie Mac posted a one-time historical file to provide the Social Criteria Share (SCS) and the Social Density Score (SDS) for all active and inactive MBS pools issued since January 2010. This Model Insight document describes the Agency MBS Prepayment Model Version 2.1, (MSCI2.1) that includes the new social disclosure data.
- Yihai Yu, Executive Director, MSCI Research