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RMBS

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  • Recent increases in yields on mortgage-backed securities are fueling fears that banks will accelerate sales of the MBS, which they acquire as a hedge when interest rates drop and refinancing activity climbs.
  • Nationwide Building Society priced its new issue of U.K. prime residential mortgage-backed securities, Silverstone Master Issuer 2012-1, on Thursday afternoon.
  • Performance of loans in Irish residential mortgage-backed securities deteriorated rapidly in the three-month period ending Jan. 31, with 90-day-plus delinquencies rising sharply to 11.98% from 10.14% at the end of October, according to Moody’s Investors Service.
  • Bond prices in Northern Rock’s Granite U.K. residential mortgage securitization—considered the European market barometer—have risen slightly since late last month, but overall prices have remained largely flat as secondary activity has stayed muted.
  • Credit Suisse has priced Aggregator of Loans Backed by Assets (ALBA) 2012-1, a rare U.K. non-conforming residential mortgage securitization, with market pros welcoming the result as an indicator of the depth of the market.
  • Way back in July, SI reported that investors were still “sifting through” Bank of America’s $8.5 billion settlement with aggrieved bondholders, and that traders were touting multi-million Bids-Wanted-In-Competition s of senior tranche notes, saying cashflows on the legacy paper were set to increase 8-10% percent (SI, 7/1/11).
  • A report by the inspector general of the U.S. Department of Housing and Urban Development faults bank managers for failing to act on problems identified in the foreclosure process, and in some cases, directing lower-level employees to bypass established procedures.
  • The Federal Reserve has announced that Ally Financial, Citigroup, MetLife and Suntrust do not have sufficient capital to withstand another financial crisis based on the central bank’s hypothetical deep-recession scenario in its latest round of stress tests.
  • American Capital Agency says it plans to sell up to 62.1 million shares in a secondary offering and use the proceeds to purchase additional agency mortgage-backed securities.