Market Analysis: Seeking consensus for valuation input assumptions

Structured finance investors expect default rates to climb on mortgages underlying all classes of UK, Spanish and US prime RMBS, according to a survey by S&P.

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As the G20, financial market participants, regulators and auditors have all emphasised over the course of the past year, the key to the recovery of the securitisation industry is improving investor confidence.

Integral to this process will be ensuring there is pricing transparency and consistenc

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