OMB Individually Reported
ADCo MBS/CMO Modeling
High riskExact public inventory row
Description
Provides inputs for MBS and CMO performance under stress scenarios
Detailed example
Projected cash flows and performance metrics
AI / analytics pattern
Classical/Predictive Machine Learning: Models trained on data to make predictions or classifications based on identified patterns or relationships.
Automation level / stage
c) Deployed – The use case is being actively authorized or utilized to support the functions or mission of an agency.
Expected benefit
Enhances accuracy of financial risk assessments
Controls / human review
ATO: Not reported; PIA: Not published
Data needed
Mortgage-backed security data, market assumptions