Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JSF
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Subscribe Now
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Structured Finance
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Subscribe Now
  • Log in
The Journal of Structured Finance

The Journal of Structured Finance

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JSF
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
Article

How Loan-Level Insight Can Lead the Way to Resolving
the RMBS Crisis

Brendan J. Keane
The Journal of Structured Finance Fall 2011, 17 (3) 10-18; DOI: https://doi.org/10.3905/jsf.2011.17.3.010
Brendan J. Keane
is senior vice president of the Advisory Data Valuation Group at CoreLogic Inc. based in New York, NY.
  • Find this author on Google Scholar
  • Find this author on PubMed
  • Search for this author on this site
  • For correspondence: bkeane@corelogic.com
  • Article
  • Info & Metrics
  • PDF (Subscribers Only)
Loading

Click to login and read the full article.
Don’t have access? Sign up today to begin your trial to the PMR platform 

Abstract

This article demonstrates the effectiveness of granular portfolio analysis versus deal-level portfolio analysis by applying each approach across two issues that continue to vex the non-agency RMBS market: the adequacy of seller-provided representations and warranties of loan quality and valuation techniques that can effectively reveal the hidden intricacies of loan performance and resulting RMBS bond cash flows. The article also illuminates how this methodology can be done as quickly, painlessly, and efficiently as traditional “higher level” portfolio evaluations.

  • Copyright © 2011 CoreLogic Inc. All rights reserved. Not to be reproduced or redistributed without permission.
View Full Text

Don’t have access? Register today to begin unrestricted access to our database of research.

Log in using your username and password

Forgot your user name or password?
PreviousNext
Back to top

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Structured Finance: 17 (3)
The Journal of Structured Finance
Vol. 17, Issue 3
Fall 2011
  • Table of Contents
  • Index by author
Print
Download PDF
Article Alerts
Sign In to Email Alerts with your Email Address
Email Article

Thank you for your interest in spreading the word on The Journal of Structured Finance.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Enter multiple addresses on separate lines or separate them with commas.
How Loan-Level Insight Can Lead the Way to Resolvingthe RMBS Crisis
(Your Name) has sent you a message from The Journal of Structured Finance
(Your Name) thought you would like to see the The Journal of Structured Finance web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
Citation Tools
How Loan-Level Insight Can Lead the Way to Resolving
the RMBS Crisis
Brendan J. Keane
The Journal of Structured Finance Oct 2011, 17 (3) 10-18; DOI: 10.3905/jsf.2011.17.3.010

Citation Manager Formats

  • BibTeX
  • Bookends
  • EasyBib
  • EndNote (tagged)
  • EndNote 8 (xml)
  • Medlars
  • Mendeley
  • Papers
  • RefWorks Tagged
  • Ref Manager
  • RIS
  • Zotero
Save To My Folders
Share
How Loan-Level Insight Can Lead the Way to Resolving
the RMBS Crisis
Brendan J. Keane
The Journal of Structured Finance Oct 2011, 17 (3) 10-18; DOI: 10.3905/jsf.2011.17.3.010
del.icio.us logo Digg logo Reddit logo Twitter logo CiteULike logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
    • Abstract
    • THE CURRENT CONTEXT—RMBS LITIGATION AND FORENSIC DISCOVERY
    • LESSONS LEARNED—UNDERSTANDING RISKS UPFRONT
    • ILLIQUIDITY AND ITS UNWELCOME OFFSPRING
    • KEY FACTORS IN FORENSIC RMBS ANALYSIS
    • BEYOND TRANSPARENCY—MANAGING RISK AND OPPORTUNITY
    • THE CRITICAL FACTOR: LOAN-LEVEL VERSUS PORTFOLIO-LEVEL ANALYTICS RESULTS
    • RESULTS MAY DIFFER EVEN MORE
    • WHEN THE RMBS MARKET RETURNS
    • REFERENCES
  • Info & Metrics
  • PDF (Subscribers Only)
  • PDF (Subscribers Only)

Similar Articles

Cited By...

  • No citing articles found.
  • Google Scholar

More in this TOC Section

  • PERSPECTIVES: CLO Credit Ratings Gone Awry
  • Editor’s Letter
  • Highlights from Global Capital
Show more Article
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1551-9783 | E-ISSN: 2374-1325

  • Site Map
  • Terms & Conditions
  • Cookies
  • Privacy Policy