PolyPaths Incorporates FHFA's Countercyclical Mortgage Asset Stress Test

PolyPaths has converted FHFA’s stress path scenarios which use monthly state house price appreciation (HPA) into our scenario (.scn) format. Further details on FHFA’s methodology for determining credit risk scenarios for stress-testing mortgage related assets can be located on the FHFA website under Data & Tools.

Please contact us at support@polypaths.com to request HPA scenarios for CMAST.