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Inside MBS & ABS

October 7, 2021

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Structured Finance Issuance Fades in 3Q21, RMBS Down

Structured finance production held at historically high levels in the third quarter, though most sectors were down. Growth pockets included non-agency MBS and ABS. (Includes four data charts.) Read More

Many Industry Players Not Yet Ready to Return to In-Person Events

Attendance was down at the recent Structured Finance Association convention in Las Vegas. Discussions touched on the non-agency MBS market and the GSEs, among other issues. Read More

FHFA Scraps CSS Plans to Issue Non-GSE Securities

A leadership shuffle at the Fannie/Freddie joint venture ends rumors that its securitization platform would be opened to competing guarantors. Read More

Industry Hoping Ginnie Capital Proposal Is Withdrawn

Ginnie is staying tight-lipped regarding its new, stricter capital proposal. Is it possible the entire exercise will come to naught? Read More

FHFA CRT Proposal Would Double Return on Capital

A Structured Finance Association white paper finds the implementation of CRT programs nearly doubles the ROC for Fannie and Freddie. Read More

Expanded-Credit MBS Benefitting from Excess Spread

The difference between interest rates on non-QMs in MBS and the interest rate paid to investors in the securities is helping to protect investors from losses. Excess spread in the sector increased as seasoned loans were repackaged. Read More

The End Is Nigh for LIBOR, Fed Vice Chair Warns

Examiners at the Fed and other financial regulators will be on the lookout for banks that aren’t prepared for the transition to SOFR. Read More

Various Securitization Asset Classes Face Climate Risks

MBS and ABS face multiple physical and transition risks from climate change over the short, medium and long term, said panelists at the annual Structured Finance Association conference. Read More

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