MBS loss mitigation: Rebuilding the value of mortgage securities

In the second in a series of articles looking at how investors in residential mortgage-backed securities can use loss mitigation strategies to maximise recovery value, Jeremy Calva of PIR Capital answers some commonly asked questions.

Last month, we explored the background to the situation affecting many investors in residential mortgage-backed securities after two years of substantial losses. We looked at the concept of an active loss mitigation strategy, including an overview of how the models

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: