KBRA Releases RMBS Trend Watch

NEW YORK–(BUSINESS WIRE)–Kroll Bond Rating Agency (KBRA) has observed a number of notable trends that have emerged or solidified throughout Q1 2018. In this edition of KBRA’s RMBS Trend Watch, we discuss: recent mortgage origination and our expectation for future RMBS 2.0 volume – the latter of which came in at $10.1B in 1Q 2018 – a post-crisis record. the changing landscape for loan-level due diligence, primarily in regard to the application of loan sampling. the increasing inclusion of agen