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Home » MBS

Articles Tagged with ''MBS''

Grapevine: Mortgage Rumor Busted; Capital Requirement Update

October 26, 2023
Paul Muolo
Desperate times call for desperate measures. But, perhaps, having the GSEs create demand by purchasing (a lot) more of their own MBS in an effort to lower rates is a bridge too far.
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Interest Rate ‘Rescue Plan’ Update: Not Happening

October 26, 2023
Paul Muolo
The residential finance industry is hoping the Federal Reserve and/or the GSEs might come to the rescue by playing a role in driving down mortgage rates. How’s it looking, then? Not so good.
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Expanded-Credit MBS Issuance Grows in 3Q

October 24, 2023
James Dohnert
Expanded-credit MBS picks up in the third quarter thanks to originations by Acra Lending and CrossCountry Mortgage.
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MBS Liquidity Void Still an Issue

October 19, 2023
Paul Muolo
Mortgage rates remain stubbornly high by modern standards with the spread between the 10-year Treasury and MBS showing no mercy. Is there any hope on the horizon for a reprieve? Probably not.
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Fed Vows More Scrutiny of Banks’ Interest Rate Risk

October 12, 2023
Brandon Ivey
Federal Reserve examiners didn’t do enough to prevent the failure of Silicon Valley Bank, according to the Fed’s IG. Now, the Fed is working to address interest rate risk tied to bank holdings of MBS and ABS.
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As MBS Prices Wane, A Question of Margin Calls

October 5, 2023
Paul Muolo
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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PennyMac Issues Debt, Might Others Follow?

September 21, 2023
Paul Muolo
An unsecured debt offering by a mortgage REIT? That’s correct. PennyMac is on the board with a small note deal. Might this be a sign of things to come?
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Grapevine: SFA Adds to Staff; CMBS Delinquencies Increasing

September 21, 2023
Brandon Ivey
New hires at SFA in legal, ABS; commercial MBS delinquencies tick up; VantageScore usage in ABS market increasing; Radian offers insurance-linked note; securitization of residential transition loans; Chase offers non-agency MBS tied to exceptionally old mortgages.
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REIT Holdings of MBS Decline. However...

September 18, 2023
John Bancroft
The top three REIT holders of MBS at June 30: Annaly, AGNC and Two Harbors...
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Break From Basel Standards a Point of Contention

September 14, 2023
Brandon Ivey
Larger banks say federal regulators’ proposal to increase capital requirements is more stringent than international standards and came with insufficient explanations.
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