US RMBS loss severities rose last quarter, following six straight quarters of declines, according to...

The JPMCC 2011-C5 US$49.7m class A1 notes paid off this month after three loans - the US$2...

An auction is to be held for Trainer Wortham First Republic CBO III on 13 February. The collateral s...

US CMBS BWIC volume picked up considerably yesterday to about US$200m. Generic GG10 spreads remained...

The insurance-linked securities market experienced a surge in issuance last year to end only US$800m...

Fir Tree Partners has commenced a cash tender offer through its affiliate FT RMBS in connection with...

Ginnie Mae loan-level disclosures indicate that FHA-to-conventional refinances are a meaningful cont...

The European CLO secondary market has kicked off the year with a major rally, with prices significan...

The Dutch State Treasury Agency completed its second IABF sale yesterday (16 January). The auction c...

US CLO 2.0 deals now account for around half of the outstanding market. OC cushions among those tran...

Results from the US$2.57bn CWCapital CMBS auction (SCI passim) are beginning to trickle out. Over 70...

US ABS BWIC volume rose markedly yesterday to US$219m. Offering levels were down slightly for auto l...

The implementation of the US Treasury Market Practices Group's (TMPG) margin practices appears to ha...

Average recoveries on defaulted auto loans in both prime and non-prime ABS pools will fall over the...

DBRS suggests that there is now enough data and performance history to control for the important dif...

Six broker-dealers have been invited to submit bids for the second IABF auction, based on the streng...