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  • Loss Severities and the Lengthening Foreclosure Process

    Written by: Bill Berliner--Principal, Berliner Consulting & Research Paul Jacob--Director of Research, BOM Capital LLC While the level of new delinquencies on residential mortgage loans has stabilized, the size of the “foreclosure pipeline” continues to grow. According to recent reports from RealtyTrac, just under two million homes in
    Posted to MND NewsWire (Weblog) by Bill Berliner on Thu, Sep 17 2009
  • Fed Policy and the Effect on Mortgage Valuations

    Levels in the capital markets appeared to have stabilized over the past few months. Treasury yields have remained in a fairly tight range, as have yield spreads for mortgage-backed securities. In particular, MBS yield spreads have remained quite stable since mid-June. The spread of the Fannie Mae current coupon over the interpolated 5-10 Treasury has
    Posted to MBS Commentary (Weblog) by Bill Berliner on Wed, Aug 26 2009
  • Discussing Calls for Leadership in the Mortgage Industry

    I read the recent discussions and proposals for changes in the mortgage industry (from Jeff Wirsing and Brian Brady) with great interest. One doesn't have to agree with any or all of the proposals to appreciate the effort and thought that went into their articles. While I'm not a direct participant in the mortgage market, I have some thoughts
    Posted to Community Commentary (Weblog) by Bill Berliner on Fri, Jul 31 2009
  • Perspectives After a Long Vacation

    Back from vacation in Hawaii…certainly my definition of Paradise. *An interesting item in today’s news is a story on Bloomberg that homeowners getting involved in loan modification programs can expect a serious drop in their credit scores. It makes sense that a person’s credit score should drop after seeking a mod, since they can’t
    Posted to MBS Commentary (Weblog) by Bill Berliner on Fri, Jul 17 2009
  • A Note on the Treasury Regulatory Plan and Images of a Fool In Action

    By Monday’s close, it looks like the sharp upward move in rates that began in earnest after Memorial Day has run its course. A combination of factors has acted to hold 10-year yields under the 4% level; in addition to a re-assessment of economic prospects going forward, the inflation data (Producer and Consumer prices) has remained friendly toward
    Posted to MBS Commentary (Weblog) by Bill Berliner on Mon, Jun 22 2009
  • MBS COMMENTARY: Discussing Yield Spreads and Revisiting Jumbo Mortgages

    It was another rough ride in fixed income markets last week, Treasury prices slumped, MBS bids deteriorated, and mortgage rates continued to move higher. As of Thursday's close, the Bankrate.com national average for 30-year fixed-rate conforming-balance loans was 5.70%, a 20 basis point increase from the prior week and 70 basis points higher than
    Posted to MBS Commentary (Weblog) by Bill Berliner on Mon, Jun 15 2009
  • MBS COMMENTARY: Volatility In MBS And Other Fixed Income Markets

    The Treasury and MBS markets have remained highly volatile, with Thursday's price action (in front of the Employment report on Friday) continuing their erratic behavior. The standard deviation of the 10-year yield over a 60-day period (a good measure of volatility, I believe) is the highest it's been since mid-March, right around the time that
    Posted to MBS Commentary (Weblog) by Bill Berliner on Thu, Jun 4 2009
  • MND SPECIAL REPORT ON MBS "BLACK WEDNESDAY": PART III

    MND Special Report on MBS "Black Wednesday" Part I MND Special Report on MBS "Black Wednesday" Part II The Treasury market has been in absolute disarray this week, as evidenced by the wild bouncing around on Thursday. The yield on the 10-year has bounced between a low of around 3.58% this morning (at around 9:30 a.m. EDT) and a high
    Posted to MBS Commentary (Weblog) by Bill Berliner on Thu, May 28 2009
  • MBS OPED: Explaining the MBA Weekly Application Index AND the Recent Run Up in Rates

    Intermediate Treasury rates have pulled back from the brink, with the yield on the 10-year Treasury dropping by more than 20 basis points from its highs. While the Fed's program of "qualitative easing" did not result in huge purchases, it appears that the possibility of large-scale buying by the Fed did give yields a sufficient downward
    Posted to MBS Commentary (Weblog) by Bill Berliner on Fri, May 15 2009
  • MBS OP-ED: Financial Models and Mortgage Rates

    Based on the market's recent price action, it looks like both Wall Street and the Fed are trying to defend the market around its current levels. I'd suspect that the target level for the 10-year note is below 3.20%, consistent with the notion that 3.25% is a danger point for the market that the authorities don't want to test. The Fed has
    Posted to MBS Commentary (Weblog) by Bill Berliner on Wed, May 6 2009
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