@article {Mistretta104, author = {Suzanne Mistretta and Andrew Davidson}, title = {Assessing Credit Risk in the RMBS Sector}, volume = {17}, number = {4}, pages = {104--111}, year = {2012}, doi = {10.3905/jsf.2012.17.4.104}, publisher = {Institutional Investor Journals Umbrella}, abstract = {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}, issn = {1551-9783}, URL = {https://jsf.pm-research.com/content/17/4/104}, eprint = {https://jsf.pm-research.com/content/17/4/104.full.pdf}, journal = {The Journal of Structured Finance} }