Ginnie Mae continued to flex its muscles in the agency single-family MBS market, while non-agency issuance posted a strong third quarter. (Includes three data charts.)
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Ever since the Fed started its rate-hiking cycle, the spread between interest rates on loans in agency MBS and the 10-year Treasury rate has been elevated. Prepayment risk is to blame and there’s no easy fix.
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Margin calls from repo lenders are always a risk when collateral values decline, which is why MBS holders, like REITs, are under watch. The yield on the 10-year Treasury is at a 16-year high — that’s the bad news. The good news: This may be the peak of the cycle.
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A new study found that an increase in days over 90 degrees has a statistically significant impact on mortgage defaults and prepayments, both of which affect yields on MBS.
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Loans in a new ABS from Cross River Bank were originated in partnership with Upstart Network. Partnerships with banks provide interest-rate preemption to many nonbank lenders.
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NPL securitizations may help asset managers shore up their liquidity in the face of rising delinquencies on commercial MBS. While uncommon, a handful of commercial NPL securitizations were issued between 2013 and 2017.
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Some 39% of the MBS and ABS issuers who participated in a Moody’s survey said they had boosted their cybersecurity spending since 2019. But still, advanced practices remained out of reach for many issuers.
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The creation of a U.S. sovereign wealth fund could grease the skids for an end to the conservatorships of Fannie Mae and Freddie Mac.
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