The rounding of home prices in HMDA data complicates the calculation of whether loans below the conforming loan limits are more likely to be securitized into agency MBS in areas affected by climate change.

With the Fed’s exit from the market and the push for shorter durations at banks, industry participants ponder what price agency MBS will clear at and what it will cost homebuyers.

FRBNY plans to consolidate SOMA’s agency MBS holdings. However, the dollar value and composition of those holdings will not change.

Despite privacy issues, industry stakeholders said Fannie’s and Freddie’s social bond disclosures should provide more granular data.

Silicon Valley Bank failed after complications involving funding provided to the bank by the Federal Home Loan Bank system and the Federal Reserve. MBS holdings also played a role in the bank’s failure.

In a new book, James Lockhart, FHFA’s first director, outlines the events leading up to the conservatorship of Fannie Mae and Freddie Mac. More than a decade later, the events and debates are still relevant.

For more than a year, almost all of the examination responsibilities for CSS have fallen on the shoulders of a single examiner at FHFA.

FINRA said the implementation of the amended Rule 4210 can’t take place until the SEC formally rescinds a 2022 stay.

Investors are pleased that FHFA has improved the capital treatment of commingled securities. The overall industry response to the proposed rule change, though, has been a resounding “meh.”

Freddie Mac saw a big fourth-quarter increase in Supers issuance that appeared to make up for lost ground earlier in the year. All three agencies posted declines in new REMIC production in the fourth quarter. (Includes two data charts.)