November 2017 Remittance - Observations
Today we discuss a smorgasbord of observations. We have lots and lots of valuable data (other than CoreLogic) that we source each month,...
Carrington Severities – Could this be the trick at getting them so low?
We thought this would be a great time to address a long-standing mystery in Non-Agency RMBS: Why are Carrington Loss Severities so low?...
Some thoughts on Expected Loss Severity
We have some good data on advances, accrued interest and valuations, so we thought we would look at expected loss severities on certain...
