Barclays Capital analysts said that even in a severe stress scenario, U.K. nonconforming RMBS should not suffer losses nearly as severe as investors feared.

Under its series of articles called Barclays European Stress Testing (BEST), analysts tripled their coverage to 323 tranches across 41 U.K. nonconforming RMBS transactions, evolved their methodology, refined each of their four key assumptions, and took into account the sector's most recent performance data.

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