Mortgage investors turn to analytics firms for due diligence on MBS assets
Baseline Capital and Edeus are two firms that have released evaluation tools for residential mortgage assets to help investors assess credit risk in securitisation pools
The recent crisis in subprime mortgage lending has seen swathes of mortgage-backed securities containing poor quality mortgages decline substantially in price, with previously highly rated tranches of mortgage-backed securities becoming credit impaired. Loss of confidence in the rating agencies arising from this has created opportunities in the due diligence market, as investors seek improved ways of analysing risk.
Baseline Capital, which runs KB Analytics, has developed 'The Mortgage Investor'
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