Fitch Data on RMBS Losses

For all you fellow data geeks (you know who you are):

Fitch has now published its full RMBS Loss Metrics report (.xls), which is basically a large RMBS dataset that provides pool-level loss and performance data on 3,000+ outstanding RMBS deals. Most interestingly, for each RMBS deal, Fitch provides data on the percentage of performing non-delinquent loans, current loss levels, expected default levels, and loss severity.

I can spend hours playing with ABS performance datasets. I haven't had time to look at Fitch's data in much depth yet, but hopefully I will this week. Let me know if you find anything interesting in the data.

(I wonder how many pundits in the mainstream press have spent more than 5 minutes looking at even a basic dataset like Fitch's. I bet it's around 1%. Too generous?)