Loan buyback demands don’t seem to be an issue in the world of non-QM lending, at least not yet. But that could change, especially for low-capital originators who get swamped by aggregator demands, even on performing mortgages.

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.

In a case that could have far-reaching effects on MBS investors, a New York judge ordered a servicer to recalculate clean-up call termination prices to include deferred payments.

The case against UBS Securities will determine whether the antiretaliation provision of the Sarbanes-Oxley Act requires a whistleblower to prove “retaliatory intent.”

The Climate Impact Suite will allow whole-loan investors to assess expected losses due to climate risk.

Revised rating methodologies by DBRS and other rating services could lead to mortgages with private MI going into non-agency MBS.

Ginnie loosens requirements for RPL pooling; Fannie sees tighter spreads with latest CRT issuance; tender offers on outstanding CRT transactions; new ABS issuers; DBRS proposes changes to commercial MBS rating methodology.

If the National Flood Insurance Program is allowed to lapse mid-November, the impact could extend beyond single-family lending, the Congressional Research Service has warned.

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.

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.