DBRS Morningstar Publishes a Data Brief on 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 Elevat

DBRS, Inc. (DBRS Morningstar) published a commentary on the latest credit performance in the government-sponsored enterprise (GSE) credit risk transfer (CRT) sector titled “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.” In this report, 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.

Notes:
The commentary is available at www.dbrsmorningstar.com.

For more information on this industry, visit www.dbrsmorningstar.com or contact us at info@dbrsmorningstar.com.

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