SFA restarted its RMBS Symposium event this week, with an agenda driven by issues under consideration at committees and task forces within the association.

Common Securitization Solutions looks to use its data and risk management skills to expand the services it provides the GSEs.

Portfolio restructuring by the Federal Reserve accounted for about a third of new Fannie and Freddie Supers issuance in the second quarter, but volume is slowing down. (Includes two data tables.)

The Heritage Foundation’s Project 2025 calls for the end of the GSE conservatorships and a dramatically reduced role for the Fed.

The non-agency market could gain from a reduction in GSE loan limits, revision in capital requirements for banks and updated requirements for publicly registered securitizations.

Arbor Realty Trust affirms accounting, business practices; Fannie offers new CRT tranche; two ABS issuers under pressure.

Fed researchers quantify the effect of BTFP’s use of par valuations for collateral during the 2023 banking crisis.

When interest rates decline, the prepayment environment for agency MBS is likely to be much different compared with previous refinance booms, according to industry participants.

The decline was driven by conventional-conforming mortgages and government-insured mortgages. The securitization rate for non-agency mortgages actually jumped in the first quarter. (Includes data table.)

Ginnie offers new multiclass aggregation options; Fannie increases social bond disclosure; Annaly touts ESG efforts; new nonprofit advocates for greater parity for women in mortgage capital markets.