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RMBS

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  • The Australian Office of Financial Management has been ordered to invest an additional A$4 billion ($4.21 billion) in top-rated residential mortgage-backed securities as part of its program to help small lenders.
  • Market players in Europe have absorbed “soft costs” of compliance with the U.S. Securities and Exchange Commission’s 17-g5 in the 12 months since it rolled out in the U.S., according to Richard Hopkin, a managing director at the Association for Financial Markets in Europe.
  • Lloyds Banking Group is shopping a new U.K. residential mortgage-backed securitization from its Permanent master trust vehicle.
  • FIG
    The asset backed security market showed signs of recapturing some of its old swagger this week, playing host to a wide range of transactions and preparing to take down the largest volumes since the onset of the credit crisis in 2007.
  • FIG
    UK prime RMBS from Northern Rock and Royal Bank of Scotland achieved impressive momentum this week, with a total of around £2.8bn placed in the market on Wednesday amid healthy oversubscription.
  • FIG
    ABS market participants pointed to a trio of public roadshows shooting for broad distribution as a further sign that the broader market is recovering.
  • Mortgage securitization trailblazer Lewis Ranieri and economist Ken Rosen are calling for continued government influence in the housing and mortgage market to hasten the sector’s recovery.
  • Prepayment speeds on Freddie Mac Golds, the series of 30-year and 15-year agency mortgage-backed securities, plummeted in March by 19% and 12%, respectively.
  • Investment banks, rating agencies and industry associations in Europe have blasted plans by the European Securities and Markets Authority to force non-E.U. credit rating agencies—and the ratings they give to financial instruments—to meet new, stringent requirements to be valid in the region.