The Institutional Risk Analyst

The market tantrum which began on Friday was largely over by the market close on the following Tuesday.

We hear in the channel that banks with festering multifamily exposures are paying north of 10% for similar CRT transactions.

How much in synthetic CRT transactions will be done in 2024? Our best guess is many hundreds of billions globally...

Every residential mortgage loan made in 2020-2021 is likely to be underwater by the end of 2023