TY - JOUR T1 - Assessing Credit Risk in the RMBS Sector JF - The Journal of Structured Finance SP - 104 LP - 111 DO - 10.3905/jsf.2012.17.4.104 VL - 17 IS - 4 AU - Suzanne Mistretta AU - Andrew Davidson Y1 - 2012/01/31 UR - https://pm-research.com/content/17/4/104.abstract N2 - U.S. residential mortgage performance is expected to remain under pressure in 2012. Although default rates and the number of serious delinquent loans have been falling, negative equity for non-agency RMBS loans continues to be a primary driver of collateral performance for all borrowers. RMBS credit risk can be measured by various quantitative measures of risk as an alternative to ratings.TOPICS: Credit risk management, MBS and residential mortgage loans, CMBS and commercial mortgage loans ER -