Cart

Inside MBS & ABS

November 30, 2023

View Archived Issues

Mortgage REITs Boost MBS Holdings With Agency Gains

Annaly Capital Management remained the biggest REIT investor in the MBS market, but AGNC Investment gained a lot of ground in the third quarter. (Includes two data tables.) Read More

SEC Final Rule on Conflicts of Interest More Palatable

The SEC has finalized a rule prohibiting certain conflicts of interest in the securitization market. Industry participants are largely happy with changes in the final version of the rule. Read More

Cautious Optimism in Commercial MBS Market

More punitive capital treatment of commercial real estate under Basel III could prove to be a boon for CMBS issuance. Read More

Fitch Leads in MBS Ratings, Closes in on S&P in ABS

The red-hot vehicle ABS market saw intense competition between S&P and Fitch for ratings supremacy. Kroll rode the resurgent ECM MBS market to boost its share of rated issuance. (Includes two data tables.) Read More

Arch Calls Mortgage Insurance-Backed Bonds

After S&P made changes to its insurer risk-based capital adequacy criteria, Arch Capital canceled eight of its mortgage insurance-linked note transactions, citing newly unfavorable capital treatment. Read More

Increase in Agency MBS Issuance Expected in 2024

Bank of America Global Research is projecting an increase in agency MBS issuance next year despite muted demand from banks. Read More

REITs Seeing Boost From Decline in Treasury Rate

REIT values can rise and fall depending on interest-rate swings. The good news is that rates have steadily dropped the past five weeks. The bad news: A rate cut by the Fed will need a recession to occur first. Read More

DBRS Proposes Criteria for Data Center Securitizations

The criteria include new calculations for property values and qualitative adjustments tied to loan-to-value ratio-sizing benchmarks. Read More

Latest Imf News

More Imf News

Featured Data

More Featured Data

Featured Reports

More Latest Reports

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?

View Results