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The Institutional Risk Analyst
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Market Volatility and Loan Defaults
The market tantrum which began on Friday was largely over by the market close on the following Tuesday.
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Aug 8, 20246 min read
Update: Pinnacle Financial & Synthetic Credit Risk Transfer
We hear in the channel that banks with festering multifamily exposures are paying north of 10% for similar CRT transactions.
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Jul 18, 20246 min read
Will Credit Risk Transfer Save the Banks? Are MSRs Overvalued?
How much in synthetic CRT transactions will be done in 2024? Our best guess is many hundreds of billions globally...
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Jun 12, 20249 min read
Brief: The Return of Home Equity Loans
Every residential mortgage loan made in 2020-2021 is likely to be underwater by the end of 2023
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Nov 7, 20227 min read
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