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Notice that we don’t need to make an assumption about the HPA or interest rates to see these debtors were highly more likely to default. If banks are underwriting loans that are fraudulent entirely, no amount of HPA or dropping rates will prevent a higher default rate. Even if most of the fraudulent debtors intended to pay off the loan, most fraudulent borrowers are going to be toast.
So it will have been obvious that the default rate on these loans would be very high. In fact, there is certainly extensive evidence from other credit-types that whenever issuance becomes high, default rates spike. One could imagine that the quality of potential borrowers actually improves never, so when more loans are being made, the marginal borrower is weak.
Anyway, so not only should the ratings agencies have seen that default rates on sub-prime MBS would rise, they should have seen that the correlation would rise as well also. For the same reason. If default rates are related to issuance levels, when issuance is high then, the correlation is high also.
The loans in Oregon and Virginia became more highly correlated because these were both underwritten with vulnerable credit standards. As well as the ratings agencies should have experienced the perfect position to see this. They have the world’s best directories on historical default rates. They should have used knowledge from other asset classes and applied it to the sub-prime MBS market.
- Notice the 200 is 200 from 400, tag down the 200
- PV of future cash moves from using the asset, including cash flows at disposal
- Sell investments
- Ryan Beck Holdings, Inc
- They don’t commit to plans
- 1948 Half Dollar – Value $25+
We’ve seen time and time again that huge increases in issuance result in higher defaults. From commercial real estate to manufactured casing to high-yield commercial bonds. Perhaps this is where the conflict appealing reared its unsightly head. They willfully ignored this issue Maybe. Just how to improve the CDO market? Assume dynamic correlation. Don’t just operate a bland Monte Carlo. We have the processing power differ from the default rate, recovery rate, and the relationship within the simulation. Use all information available, not just asset-specific.
The financial marketplaces are always inventing new buildings, but certain basics remain. The ratings agencies know this and should apply it. Ratings should be based on subordination only. A framework relying entirely on subordination because of its rating is less reliant on the models working than one which depends on coverage tests and excess spread.