RT Journal Article SR Electronic T1 Year 1 Static Pool Reporting Under Regulation AB 1105 JF The Journal of Structured Finance FD Institutional Investor Journals SP 24 OP 35 DO 10.3905/jsf.13.4.24 VO 13 IS 4 A1 Ned Myers A1 Christine Cobuzzi YR 2008 UL https://pm-research.com/content/13/4/24.abstract AB The Securities Exchange Commission's (SEC's) Regulation AB (Reg AB) went into effect January 1, 2006 in an effort to increase transparency among public asset-backed securities. Item 1105 of Reg AB addresses static pool reporting requirements, providing guidance on materiality decisions and historical performance, the presentation of original deal characteristics, performance data, and the format of the data. Static pool reporting tracks historical information on prior securitized transactions, or from loans originated from the same vintage of similar assets, to assist investors in predicting expected future performance and analyzing credit risk associated with a transaction by providing historical information on delinquencies, charge-offs, and prepayments. This article is an analysis of research on 61 residential mortgage-backed securities (RMBS) and home equity sponsors' static pool reporting through their websites, prospectuses (424B5s), and 8-K filings.TOPICS: MBS and residential mortgage loans, exchanges/markets/clearinghouses