Research Insights: Modeling the Impact of Covid-19 on Whole Loans – Credit, Cash Flows and Valuation

Posted in MIAC Publications, Research Insights.

By Dean C. Hurley, Managing Director, Structured Products and Whole Loan Valuation Group      Dick Kazarian, Managing Director, Borrower Analytics Group Markets Overview – The Environment All of the major financial markets have suffered major disruptions as a result of the Coronavirus Disease 2019 (“Covid-19”). MIAC’s position is that only by properly modeling the… Read more »

Research Insights: Credit Risk in GNMAs – October 2019

Posted in MIAC Publications, Research Insights.

Introducing MIAC’s “Research Insights” series: designed to be both short and topical. Your feedback is essential and we welcome comments on existing articles as well as suggestions for future ones. Measuring Credit Outcomes There are numerous ways to quantify credit outcomes – each of these metrics have their strengths and weaknesses. However, for purposes of… Read more »