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Dutch RMBS default drivers examined
High loan-to-foreclosure values (LTFV) will remain the key default driver in 2014 for Dutch RMBS, ac...
News Round-up 9 January 2014 -
Underperformance for directional strategies
Hedge funds gained an average of 1.2% in December and ended 2013 returning 9.2%, according to eVestm...
News Round-up 9 January 2014 -
FINRA urged to revisit TRACE proposal
SIFMA has submitted a comment letter to the SEC on FINRA's proposed rule change relating to TRACE re...
News Round-up 9 January 2014 -
RMBS BWICs make return
After US ABS BWIC volumes picked up on Monday, it was the turn of non-agency RMBS supply to rise yes...
Market Reports 8 January 2014 -
CFPB rules 'challenging' smaller servicers
Fitch expects smaller US residential mortgage servicers to be challenged by the increased costs of n...
News Round-up 8 January 2014 -
FHFA set for new course?
The swearing in of Mel Watt as FHFA director on Monday (6 January) marked the official end to the De...
News 8 January 2014 -
Recourse reduced in statute of limitations case?
A unanimous ruling by a four-judge bench of the Supreme Court of the State of New York holds that th...
News 7 January 2014 -
WaMu lawsuit filed
JPMorgan last month filed suit in the US District Court of the District of Columbia against the FDIC...
Job Swaps 7 January 2014 -
Second IABF sale underway
The Dutch State Treasury Agency (DSTA) has announced its intention to continue a competitive auction...
News Round-up 7 January 2014 -
Solvency revisions still strict
EIOPA has recalibrated the proposed Solvency 2 spread risk charges for securitisations to increase d...
News 3 January 2014 -
Make-whole payments accelerating
Last month's remittance reports show that a number of US non-agency RMBS received make-whole payment...
News 3 January 2014 -
Countrywide settlement signed
The Massachusetts state pension fund is to receive US$11.3m under a settlement with Countrywide Secu...
Job Swaps 2 January 2014 -
HQLA move welcomed
Further details have emerged on the EBA's updated definition of high quality liquid assets (HQLA) in...
News Round-up 24 December 2013 -
Euro ABS, MBS outlooks mixed
After declining this year for the first time since 2008, European ABS volumes are expected to rise a...
News Round-up 24 December 2013 -
Loss criteria updated
Fitch has updated its criteria for estimating losses on US mortgage pools for RMBS transactions to a...
News Round-up 24 December 2013 -
Liquidation timelines lengthening
With the US housing market seemingly on the path to recovery, the volume of distressed non-agency mo...
News Round-up 24 December 2013