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Article

Returning Risk and Opportunity: Assessing the Reperforming Loan Market

Andy Walden
The Journal of Structured Finance Summer 2017, 23 (2) 25-33; DOI: https://doi.org/10.3905/jsf.2017.23.2.025
Andy Walden
is director of market research for Black Knight Financial Services, Data & Analytics in Golden, CO
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Abstract

Largely a byproduct of financial industry and federal government efforts to aid troubled homeowners with mortgages in the wake of the Great Recession, the reperforming loan (RPL) market is a more pervasive part of the mortgage asset landscape than one might imagine. Loan modification programs greatly expanded the RPL landscape, with rapid increases beginning in 2010 by way of modifications executed under the U.S. Department of the Treasury’s Home Affordable Modification Program (HAMP). Leveraging loan-level mortgage performance and servicer contributed loan modification data from Black Knight Financial Services, the author assesses the importance, size, makeup and performance of the RPL market. In the process, the analysis examines key differentiators in RPL re-default and prepayment risks including RPL seasoning, modification type, post-modification interest rate step-ups and more.

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The Journal of Structured Finance: 23 (2)
The Journal of Structured Finance
Vol. 23, Issue 2
Summer 2017
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Returning Risk and Opportunity: Assessing the Reperforming Loan Market
Andy Walden
The Journal of Structured Finance Jul 2017, 23 (2) 25-33; DOI: 10.3905/jsf.2017.23.2.025

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Returning Risk and Opportunity: Assessing the Reperforming Loan Market
Andy Walden
The Journal of Structured Finance Jul 2017, 23 (2) 25-33; DOI: 10.3905/jsf.2017.23.2.025
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  • Article
    • Abstract
    • THE MODIFICATION IMPACT
    • THE IMPORTANCE OF THE RPL MARKET
    • SIZE AND MAKEUP OF THE MARKET
    • RPL PERFORMANCE
    • CLARITY IS KEY
    • REFERENCES
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