October 2017 Remittance – Day #1 Observations
Called Deals – October 2017 (so far) Current to 30 Roll Rates (OTS) – Hurricane Harvey Bloomberg is still reporting incorrect CPR, CDR...
October 2017 Remittance – Day #1 Observations
Loan level data from CoreLogic on 70-80% of the active deals always arrive the evening of the remittance, which is tonight. As of...
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:...
Beware of False Liquidations - your Vol CPR is too low, your CDR is too high and your Severity is wa
What’s the problem? For voluntary payoffs, some Servicers are passing through to the Trust certain expenses that are not collectible from...
