Mortgage portfolio

This Shiny App is for visualizating mortgage information from FOVISSSTE, a Mexican Federal Institute devoted to provide mortgage loans exclusively to government employees.

The dataset contains basic information regarding each mortgage status, balance and behaviour and covers the time period from 1973 to 2015.

The total number of accounts is 868,176 and the general portfolio value is $307,030 millions of Mexican Pesos (around $19 billion USD).

It can be found at: https://gaacs.shinyapps.io/mortgage-dashboard

Controls

Vintage. With the vintage slider a very extensive set of combinations of time periods can be made ranging from 1973 to 2015.

Behaviour. One of the most attractive properties of the portfolio is the amortization status, which suggests the behaviour of each individual loan. Contains five exclusively and exhaustive categories:

A. Write off
B. No payment
C. Payment insufficient even for covering the service of the debt
D. Partial coverage of the debt
F. Full coverage of the debt within the extent of the contract

Tenure. Another relevant aspect in this analysis is to filter the information considering whether the loan belongs to a person currently employed (ROA) or not (REA).

MBS issued. This portfolio is subject to securitization and nearly 50% of it is related to some MBS (Mortgage Back-Security) issue (Bursatilizada).

Visualization & ratios panels

Visualization

• The historical loan origination series are presented in a line-chart and can be subsetted by selecting options in the side bar such as vintage, behaviour, tenure or MBS issued
  
• Another visualisation is provided with a bar-chart representing the current value by vintage. It also can be subsetted with the side bar controls

Ratios

A bubble-chart is provided for portfolio partitions visualization considering four important variables:

1. Severity at 40% (current purchase value at 40% vs current balance)
2. Payment ratio. Required payment (current conditions) vs theoretical payment (initial conditions)
3. Reserves (capital & default)
4. Total value (current balance)

Sample chart