Investors seeking incremental yield in ABS typically move down in credit or expand into non-benchmar...

Ginnie Mae has begun releasing loan-level data for newly issued single-family MBS on a daily basis....

US CMBS AJ prices appear to be bifurcating in the wake of recent principal write-downs hitting two o...

A look at the major activity in structured finance over the past seven days

Pipeline Three CMBS remained in the pipeline at the end of last week. The transactions comprised: U...

Risk-sharing programme to aid RMBS price discovery

Freddie Mac upsized and priced its inaugural risk-sharing transaction last week (SCI 17 July). The s...

Investors, issuers adapting to swap-related dilemmas

Given the difficulty of replacing counterparties and expense of posting collateral for cashflow secu...

Generic CMBS 3.0 XA tranche prices have widened by 75bp from their early-May tights of swaps plus 11...

Ocwen's acquisition of the servicing portfolio of GMAC Mortgage is said to be credit negative for re...

Improving collateral pool performance has led to an increase in Moody's principal recovery estimates...

The majority of senior notes in European CLOs have begun to amortise through the exit of reinvestmen...

Western Asset has recruited Anup Agarwal as head of structured products, based in Pasadena. He has 1...

The US housing recovery will help to cut losses on RMBS mortgage pools in existing transactions, but...

European CMBS appears to be slowly gaining some traction after a quiet period. Trading levels are st...

Rising rates rearrange relative value

Rising interest rates in the wake of the Fed's tapering proposal have profoundly affected cross-asse...

A hotly anticipated US$2bn US RMBS bid-list hit the market yesterday, accounting for almost all of t...

US CMBS secondary supply picked up from less than US$100m on Monday to almost US$500m yesterday. How...