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Inside MBS & ABS

September 14, 2023

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Bank ABS Holdings Fade in 2Q23, Values Still Pressured

Bank holdings of auto ABS were up in the second quarter due to a big gain at U.S. Bank, while Ameriprise reported a sharp drop in its portfolio of commercial/industrial ABS. (Includes two data charts.) Read More

REITs Retreat Slightly from MBS in Second Quarter

Although REITs’ total MBS holdings were down in the second quarter, the industry recorded a modest increase in its agency MBS investment portfolio. (Includes two data charts.) Read More

Break From Basel Standards a Point of Contention

Larger banks say federal regulators’ proposal to increase capital requirements is more stringent than international standards and came with insufficient explanations. Read More

Margin Requirements for Agency MBS Set for May Start

FINRA plans to implement margin requirements for agency MBS transactions in May. The requirements, which have been delayed for years, will apply to broker-dealers. Read More

Long Lead Time Eases Ginnie Issuer Eligibility Concerns

Ginnie Mae eligibility requirements issued a year ago are largely set to take effect at the end of the month. Most issuers are in compliance with the standards, according to the agency. Read More

KBRA Pulls Back the Curtain on Rated Private ABS Market

The market for rated private ABS has grown significantly in recent years, according to a new report from KBRA. Read More

Conservatorships Turn 15, MBS Market Unscathed

MBS holdings at Fannie and Freddie are a shadow of what they used to be. Then again, being in a conservatorship that just celebrated its quinceanera will do that to you. Read More

Pagaya Plots Slate of ABS Moves, Bank Partnerships

Pagaya has been growing its securitization capabilities as it sets its sights on partnerships with large banks. Read More

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