MBS and Securitized Products Division
Latest Releases:
April 15, 2008
SIFMA and ASF Urge Immediate Action to Ensure Availability of Student Loans
April 9, 2008
SIFMA and ASF Urge Balanced Approach to Subprime Mortgage Finance Regulation; Call for National Mortgage Lending Standard
April 7, 2008
SIFMA submits letter in opposition to Minnesota Subprime Foreclosure Deferment Act
April 2, 2008
SIFMA and ASF submit letter to Fed regarding SLABS eligibility for TSLF
SIFMA and the ASF submitted a letter to the Federal Reserve Board and the FRBNY requesting that the definition of program-eligible collateral (which currently includes RMBS and CMBS among other collateral) for the Term Securities Lending Facility (TSLF) be expanded to include triple-A rated FFELP and private student loan asset-backed securities. Additional information regarding the TSLF may be found here. Please contact Sean Davy or Chris Killian with questions or comment.
Register Now for the 2008 MBS Due Diligence Conference June 24 at the Marriott Marquis, NY, NY
March 20, 2008
SIFMA Publishes Revisions to Good Delivery Guidelines, Settlement Recommendation for Jumbo-Conforming Pools
March 17, 2008
ASF and SIFMA Oppose Minnesota Subprime Foreclosure Deferment Act
February 15, 2008
SIFMA to Update MBS TBA Good Delivery Guidelines To Reflect its Decision to Keep Maximum TBA Eligible Loan Limits at Pre-Existing Levels
January 8, 2008
SIFMA Projects Fixed Income Issuance Decline of 15 Percent in 2008, to $3.4 Trillion Performance Forecast to Improve in Second Half
Capital Markets Review September 2007
SIFMA letter to policymakers explaining recent market volatility and providing background data.View Document
Industry Associations Release Provider-Distributor Principles on Retail Structured Products
Five leading trade associations jointly released a set of non-binding principles relating to retail structured products (the ‘RSP Principles’). They focus particularly on the management of the relationship between providers and distributors, from the perspectives of firms performing either function.
SIFMA Standardized Format for CDO Data Files Adopted by LaSalle Bank
The format increases the efficiency and usefulness of the reports to CDO investors.
ESF, ICMA, ISDA, LIBA, SIFMA Release Draft set of Principles Relating to Retail Structured Products
The trade associations jointly released a draft set of non-binding principles relating to retail structured products which focus on the management of the relationship between providers and distributors, from the perspectives of both type of entity.
ASF, SIFMA Testify On Issues Related to the Subprime Mortgage Market
In remarks before the House Committee on Financial Services, George P. Miller, Executive Director of the ASF, stressed the importance of ensuring that any legislative response to recent issues in the subprime mortgage market does not restrict the availability of credit to deserving borrowers.
Statistical Data:
- Market at a Glance
- MBS Prepayment Tables
- Global CDO Issuance Data
- Average Daily Trading Volume of Agency MBS (monthly)
- Average Daily Trading Volume of Agency MBS (yearly)
- Issuance of Agency MBS
- Outstanding Volume of Agency MBS
- ABS Outstanding by Major Type of Credit
- Mortgage Debt Outstanding
- Outstanding Asset-Backed Commercial Paper (Monthly)
Standard Documents / Market Practices:
- Round Robin Contact List
- Notification and Settlement Dates
- MBS Buy-In Procedures
- Trade Assignment Agreement (2003)
- Master Securities Forward Transaction Agreement
- Agreement (pdf)
- Guidance Notes (pdf) - Standardized CDO Data File
Research
Publications:
