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RMBS

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  • Rising default rates and uncertainty over the ability of banks to make recoveries leaves Greek RMBS senior noteholders in an increasingly precarious position, ratings agency Fitch told EuroWeek.
  • Springleaf Financial, the consumer lending arm of Fortress Investment Group, has privately placed its second residential mortgage deal of the year.
  • Fitch Ratings says it is revising its rating criteria for Irish residential mortgage-backed securities after projecting that mortgage delinquencies and house price declines are likely to be worse than initially forecast.
  • UK non-conforming RMBS and buy-to-let spreads continue to track UK prime spreads inwards, raising the prospects for non-prime issuance after the summer, ABS bankers have told EuroWeek Structured Finance.
  • Goldman Sachs has agreed to pay $26.6 million to investors that charged in a class action that the investment bank misrepresented the mortgage-backed securities it sold to them.
  • Avis Budget Rental Car Funding has completed an offering of $690 million asset-backed securities, the proceeds of which will be used to refinance ABS debt maturing in 2013 with a blended interest rate of roughly 5%.
  • Angelo Gordon is preparing to launch the AG Securitized Asset Recovery Fund, which will invest in residential and commercial mortgage-backed securities.
  • Long-term arrears in U.K. nonconforming residential mortgage-backed securities have improved from their peak of nearly 21% in 2009, decreasing to around 16%, according to Barclays.
  • John Hancock Life Insurance has filed a lawsuit against Ally Financial, alleging that its Residential Capital unit committed fraud for the “wholesale and systematic abandonment of underwriting guidelines” the sale of 50 residential mortgage-backed securities between 2003 and 2007.