Treasury Credit Rating Agency Exercise
Pool characteristics from Department of Treasury exercise in which six rating services rated pools of mortgages acquired by Freddie Mac and a hypothetical non-agency MBS to show probable credit enhancement required for non-agency MBS. Includes average underwriting characteristics for each pool and AAA-level expected losses for each pool from each rater.
- GSE Seller Profile 4Q16
- Top Players 3Q16
- Top 20 Lender Profiles 3Q16
- Mortgage Profitability 3Q16
- GSE Private MI Profile 3Q16
- GSE Repurchase Activity Thru 2Q16
Most Popular Stories
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- Freddie Mac Talking to IRS About Tax Issues Tied to the Single Security. Is the Float Taxable?
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