Mortgage Securitization

Treasury Credit Rating Agency Exercise

Pool characteristics from Department of Treasury exercise in which six rating services rated pools of mortgages acquired by Freddie Mac and a hypothetical non-agency MBS to show probable credit enhancement required for non-agency MBS. Includes average underwriting characteristics for each pool and AAA-level expected losses for each pool from each rater.

4Q14 Data

Poll

Should any GSE reform bill from Congress be based on the concept of preserving Fannie Mae and Mac and their existing operations?

Yes.
No.
GSE reform won’t happen in my life time.

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