PT  - JOURNAL ARTICLE
AU  - Suzanne Mistretta
AU  - Andrew Davidson
TI  - Assessing Credit Risk in the RMBS Sector
AID  - 10.3905/jsf.2012.17.4.104
DP  - 2012 Jan 31
TA  - The Journal of Structured Finance
PG  - 104--111
VI  - 17
IP  - 4
4099  - https://pm-research.com/content/17/4/104.short
4100  - https://pm-research.com/content/17/4/104.full
AB  - U.S. residential mortgage performance is expected to remain under pressure in 2012. Although default rates and the number of serious delinquent loans have been falling, negative equity for non-agency RMBS loans continues to be a primary driver of collateral performance for all borrowers. RMBS credit risk can be measured by various quantitative measures of risk as an alternative to ratings.TOPICS: Credit risk management, MBS and residential mortgage loans, CMBS and commercial mortgage loans