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RMBS

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  • David Kaplan, head of residential mortgage-backed securities trading at PrinceRidge, was let go yesterday, reportedly as part of cuts on the securitization side of the business as the two-year-old group looks to focus instead on corporate financing. Kaplan could not be reached for comment.
  • Agency residential mortgage-backed securities veteran Greg Reiter has left the Royal Bank of Scotland.
  • Redwood Trust’s latest residential mortgage-backed securitization, Sequoia Mortgage Trust 2011-2, was slated to include collateral from online mortgage lender Quicken Loans, but the loans were pulled before the deal hit the market, according to an official involved in the transaction.
  • The default or impairment rates of global investment-grade structured-finance securities rated by Fitch Ratings slipped below 2010 levels in the first six months of the year, according to the credit rating agency.
  • Bonds in prime U.K. residential mortgage-backed securitizations are meeting their redemption dates at their earliest call date, but non-conforming and buy-to-let U.K. RMBS are facing later redemptions, signaling a split in the sector.
  • JPMorgan climbed three notches to lead global asset-backed securities bookrunning in the third quarter, pushing out $2.96 billion in new deals, according to data from Dealogic.
  • A federal judge in New Mexico has denied a motion by Standard & Poor’s, Moody’s Investors Service and Fitch Ratings to dismiss a class action against them charging that they made false claims relating to securities backed by mortgages issued by Thornburg Mortgage.
  • Defaults are rare among top-rated, global short-term corporate and structured finance issues, according to Fitch Ratings.
  • Banks that exited the government’s Troubled Asset Relief Program in late 2009 were able to do so without meeting strict Federal Reserve repayment criteria, leaving them in a weaker capital position to withstand future crises, according to an audit by the special inspector general for TARP.