Two of the new proposed rules are directed at Fannie Mae and Freddie Mac. The other three relate to the Federal Home Loan Banks.

The data release is a critical step in the enterprises’ long-awaited and controversial transition to a new credit score model.

A new advisory bulletin from FHFA spells out how the enterprises must respond to a “high-severity operational loss event.”

Ironically, providers of attorney opinion letters — an alternative to title insurance — may need insurance to compete with title insurers.

Researchers say Fannie’s new social index serves as a successful spec pool story, generating meaningful pay-ups for social bonds that can help subsidize mission-related activities.

Despite thousands of responses to its RFI, FHFA has settled on a list of protections that is unlikely to make tenants feel much safer.

The FHLBank of Chicago followed the FHLBank of San Francisco in accepting mortgage collateral that uses the new credit score model.

Patrice Ficklin is leaving the CFPB to return to Fannie after a 15-year absence.

Researchers say strategic securitization by lenders exposes the GSEs to higher insurer counterparty risk, especially in regions with frequent climate-related disasters. The proposed cure: LLPAs and capital rules that compensate the GSEs for this risk.

Brian Tomney told the House Financial Services Committee that FHFA has largely embraced OIG recommendations and has evolved from its start-up stage.