transformation of the freddie mac data to The Profit Table's standard data dictionary
As part of a larger effort to increase transparency, Freddie Mac is making available loan-level credit performance data on a portion of fully amortizing fixed-rate mortgages that the company purchased or guaranteed from 1999 to 2016.
You can get more information around the data set, as well as the user manual and actual download here.
The scope of this repo is to convert the Freddie Mac data to the standard format used by The Profit Table for loan analysis in all of our packages. Please see this repo for the data dictionary. You can also acces our style guide and on boarding information there.
The main output of the script is a data frame (df) used for analysis using the loanportr package. We are currently reading in the Freddie Mac sample data from 2012 onwards as this results in a data frame of an easily manageable size.
- Create a very small sample set to accompany the loanportr package as lazy data.
NOTE: issue for the above still to be logged.