TY - JOUR T1 - Consumer Credit Metrics and Their Application to the ABS and RMBS Markets JF - The Journal of Structured Finance SP - 196 LP - 204 DO - 10.3905/jsf.2012.17.4.196 VL - 17 IS - 4 AU - Tim Martin AU - Gunnar Blix AU - Juan Carlos Calcagno Y1 - 2012/01/31 UR - https://pm-research.com/content/17/4/196.abstract N2 - Although loan-level and CLTV information has been around for a while, adding consumer credit metrics to RMBS analysis completes the 360-degree view of risk. Over the last four years, secondary mortgage capital markets have been transformed by the introduction of consumer credit data to value mortgages and residential mortgage-backed securities. For non-RMBS assets, most of the information available is at the deal and pool level, but the U.S. SEC’s proposed revisions to Reg AB would improve the flow of detailed information.TOPICS: MBS and residential mortgage loans, CMBS and commercial mortgage loans, asset-backed securities (ABS) ER -