Symbol | Description | Value | Source |
| US average market rate of 30 year conforming loan | 4.20% | Freddie Mac PMMS, September 2014 |
| Risk free rate. | 3.21% | US Treasury, September 2014 |
| Annual US home price volatility | 4.77% | FHFA HPI 1991Q1 to 2014Q3 |
| Non-performing loan market to book ratio | 0.3379 | FDIC 2014Q3 home loan sales data |
| Performing loan market to book ratio | 0.6877 | FDIC 2014Q3 home loan sales data |
| Average length of home ownership | 6 years | National Association of Realtors |
| Average down payment requirement | 10% | mortgageqna.com |
| Average REO discount from market value | 35.90% | RealtyTrac |
| Average buyer REO repair expense | 7663 | La Jeunesse [14] |
| Average lender REO repair expense | 2252 | La Jeunesse [14] |