RMBS

The default rates rose for each of the indices this month, which were at 15.7%, 13.5%, 14.3%, and 12.2% CDR for the 06-1 through 07-2 indices, reported Bank of America Merrill Lynch analysts. This represents changes of 7.3, 3.6, 4.5, and 2.7 points, respectively.

Fitch Ratings, in a recent report, updated the “Challenge Factors” (CFs) assigned to 36 emerging market countries in 2009.

Mortgage application activity fell 12.9% in the holiday-shortened week ending Jan. 14 with both refinancings and purchases declining.

As the paintball game speeds up and all major players dodge faster to avoid designation as bearers of systemic risk, let's not get fixated on "too big to fail" as the past or future cause of the disaster.

Ambac Assurance Corp.’s rehabilitation plan was accepted Tuesday by a Wisconsin state court.

Cadwalader, Wickersham & Taft hired Joseph Beach for its Charlotte office as special counsel in the capital markets department. His practice will focus on loan finance and securitization.

It may not be clear when the private-label securitized market will come back, but the developments that will likely shape it are coming into focus: the GSEs and the pending qualified residential mortgage (QRM) definition/risk retention regulation.

The American Securitization Forum (ASF) released its detailed agenda for its ASF 2011 conference that will be held in Orlando, Florida from Feb. 6-9.

The U.S. Treasury released details on the legacy securities public-private investment program (PPIP) capital activity.

Home prices fell another 1% in November and values are just 3.2 percentage points above their April 2009 low, a sign that a double dip recession is in store for the nation's housing stock, according to figures compiled by Standard & Poor's/Case-Shiller.