BoE RMBS loan tapes analysed

BoE RMBS loan tapes analysed

Category: RMBS Regulation

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UK RMBS issuers began providing loan-level data and cashflow models to investors - as required by the Bank of England (SCI 31 October 2011) - in November. JPMorgan ABS strategists have analysed the loan tapes, with the aim of providing a broader overview of performance trends in the sector, and find that they offer additional clarity into the master trusts.

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