U.S. RMBS Data Brief: September 2020 GSE CRT Monthly Statements - Total DQs Generally Continue Leveling Off, but More Deals Fail DQ Tests as DQ Pipeline Ages and Speeds Stay Elevated
RMBSSummary
DBRS Morningstar provides select deal-by-deal delinquency and performance metrics from the most recent reporting period, including:
-- The trailing three months’ reference pool delinquency percentages and month-over-month changes.
-- Current delinquency pipeline breakdowns.
-- Deal Delinquency Test statuses.
-- Latest prepayment speeds.
-- Principal payment priority changes because of performance test breaches by deal/reference pool types.
Available Documents
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