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Inside MBS & ABS

December 19, 2019

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Plenty of Investor Demand for Growing MBS Market

While the Fed was shrinking its agency MBS portfolio by $54.5 billion during the third quarter, commercial banks increased theirs by $56.2 billion and money managers added $23.8 billion. (Includes two data charts.) Read More

Regulators Reviewing Mortgage Risk-Retention Rules

Federal regulators are set to review standards of a final rule requiring sponsors of securitization transactions to retain risk in those deals. Read More

Slight Uptick in Non-Mortgage ABS Issuance Expected in 2020

Issuance could increase by about 2%, helped by strong demand from investors for vehicle ABS. Loan performance, however, is expected to slip, according to industry analysts. Read More

New MBS Creation Strong, Monthly Trading Volume Not So Much

November was a so-so month for MBS trading as investors dumped bonds and bought stocks. Still, lending is strong, which should bode well for the creation of new agency securities. Read More

Banks Settle Antitrust Litigation Over GSE Bonds

Thirteen major financial institutions have agreed to pay a combined $337 million to settle an antitrust lawsuit accusing their trading desks of engaging in a price-fixing scheme for Fannie and Freddie debt. Read More

Court Denies UBS Motion to Dismiss DOJ’s Legacy MBS Suit

A U.S. District Court has denied the Swiss bank’s motion to dismiss a legacy MBS lawsuit filed by the government last year. Read More

CLO Performance, Issuance Seen Weak in 2020

Performance of collateralized loan obligations is expected to weaken next year with increasing collateral defaults and slowing new issuance. Read More

Fitch Sees Little Risk With NY’s Six-Year Statute of Limitation

New York’s six-year statute of limitation for breach of rep-and-warranty claims in RMBS does not raise investor risk significantly if the deal comes with full, upfront third-party due diligence. Read More

The Grapevine: It’s All About (GSE) Capital; Slimming Down…

Fannie and Freddie are still on course to be recapped and released but fist a few things must occur: FHFA needs to create capital standards and then there's the investor road shows.

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Featured Poll

As homeowner equity continues to build, more and more lenders are launching home equity lending products. Are you thinking of joining this market?

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