Combining machine learning techniques with more traditional accounting is making it possible to predict both whether a loan will prepay and when.

Numerous factors are driving down solar ABS performance, including the end of tax breaks.

Recovery rates for ABS tied to prime unsecured consumer loans are converging with those for nonprime loans.

The rapid rise in investor interest for home equity loan securitizations has drawn parallels to the rise of non-QM MBS post the 2008 crisis.

Originator collateral misrepresentation and servicer reporting fraud also received a notable portion of votes for the most concerning schemes in a new survey from the Structured Finance Association.

Liability under ERISA for MBS structures could be impacted by a recent appeals court’s ruling in a long-running lawsuit.

Ginnie Mae hasn’t formally assessed the risks of the growing nonbank concentration in its portfolio, according to the HUD OIG.

The initial rate of prepayments in Ginnie Mae custom buydown pools is slower than the prepayment activity in multiple-issuer pools, which could help investors guard their portfolios.

The SEC is seeking more information from Egan-Jones Ratings on its application for authority to rate ABS and government securities.

A recent paper co-authored by Federal Reserve Governor Stephan Miran identifies several policy changes that would allow the Fed’s SOMA to be reduced by up to $2.13 trillion.