Seeing the FHFA and GSE bi-merge timeline resurface, we’re re-running score dispersion and fallout scenarios to gauge pull-through, QC exception rates, and pricing grids if we move from tri- to two-bureau reports. If you’ve tested this in your LOS or with your credit vendor in the last 30 days, what are you seeing on thin-file exposure and repurchase risk flags? Sharing high-level approaches only — do your own research, but I’m comparing strategies to keep cost per file stable while preserving portfolio credit mix.
Ran a 30-day sandbox in Encompass with TU+EQ only; median score shifted +7–12, but “insufficient credit” DU messages climbed about 1.8% on thin files (≤2 trades/24mo) and we saw repurchase flags when the dropped bureau had the only recent 60‑day late. We added a LOS rule to flag any loan where the excluded bureau holds unique serious derog in the last 24 months and force manual review before lock — measure twice, cut once. Are you standardizing the bureau pair or letting the vendor pick?
Quick tip from our pilot: we set a 20-point TU/EQ spread trigger in Encompass that auto-runs DU+LPA and queues a credit supplement if one bureau shows a new collection the other doesn’t, which trimmed thin-file “insufficient credit” hits by about 1%. Are you running lower-of-two straight through or using a spread trigger like 20, @clarkejenny04?