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RMBS

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  • The Federal Reserve may buy only half as much in mortgage-backed securities in any new round of quantitative easing than the $1.25 trillion of MBS it purchased in the first round between January 2009 and March 2010, according to analysts at Barclays Capital.
  • Loan delinquencies in Irish residential mortgage-backed securities have risen steadily since the third quarter of 2008, reaching an average of 16% in the fourth quarter of 2011, according to Standard & Poor’s.
  • Portugal’s Caixa Económica Montepio Geral has targeted a buyback of up to €300m of outstanding RMBS and one EMTN.
  • Performance of German residential mortgage-backed securities remained stable in the first quarter, with RMBS containing loans with low-to-medium loan-to-value performing better than higher LTV, according to Moody’s Investors Service.
  • Delinquencies in loans in Irish prime residential mortgage-backed securities rose to a record in the first quarter, with the 90-plus day delinquency trend climbing to 13.99% and 360-plus delinquent loans to 5.5%, according to Moody’s Investors Service.
  • Barclays has retained a new issue of U.K. residential mortgage-backed securities from its Gracechurch Mortgage Financing program.
  • Barclays retained around £3bn equivalent of RMBS funding from Gracechurch Mortgage Financing master trust on Thursday.
  • The Brazilian market for residential mortgage-backed securities is poised to grow as domestic lenders explore new sources for mortgage lending, according to Fitch Ratings.
  • Investors in the European Union use far fewer market pricing resources for their positions in asset-backed securitizations, mortgage-backed securitizations and collateralized debt obligations than their U.S. counterparts, according to Principia Partners.