%0 Journal Article %A Tim Martin %A Gunnar Blix %A Juan Carlos Calcagno %T Consumer Credit Metrics and Their Application to the ABS and RMBS Markets %D 2012 %R 10.3905/jsf.2012.17.4.196 %J The Journal of Structured Finance %P 196-204 %V 17 %N 4 %X Although loan-level and CLTV information has been around for a while, adding consumer credit metrics to RMBS analysis completes the 360-degree view of risk. Over the last four years, secondary mortgage capital markets have been transformed by the introduction of consumer credit data to value mortgages and residential mortgage-backed securities. For non-RMBS assets, most of the information available is at the deal and pool level, but the U.S. SEC’s proposed revisions to Reg AB would improve the flow of detailed information.TOPICS: MBS and residential mortgage loans, CMBS and commercial mortgage loans, asset-backed securities (ABS) %U https://jsf.pm-research.com/content/iijstrfin/17/4/196.full.pdf