You really can’t trust Bloomberg for CPR, CDR or Severity
We now have discovered two (2) situations where Bloomberg is reporting incorrect CPR, CDR and Loss Severity. NEW REPORTING ERROR: Correct:...
July 2016 Remittance – Initial Observations
Topics in today’s Commentary · Losses Made Whole · Called Bank of America Shelf Deals – July and June 2016 · ...
September 2015 Remittance – More Observations & Charts
Topics Losses Made Whole Called Deals Delinquency Rates by City Deemed Non-Recoverable? Non-Agency RMBS Delinquency Rates Charts...
