Breadcrumb Home Research & Publications White Papers White Papers "Proposed Rule on Enterprise Capital Requirements Comments/RIN 2590-AA95", originally published in July 2018 and republished in October 2024 Insights On Mortgage Delinquencies And Prepayments From Trended Data, September 2024 Prohibition Against Conflicts of Interest in Certain Securitizations, SEC Response, March 2023 Mortgage Bankers Association's Research Institute for Housing America, "A Collection of Essays on Climate Risk and the Housing Market, Volume 2, Conditioning Mortgage Credit Analysis on Climate Risk: General Approach & Florida Case Study", March 2023 National Association of Realtors, "Executive Summary - GSEs: Their Viability as Public Utilities", February 2021 Penn Institute for Urban Research, "GSEs: Their Viability as Public Utilities", January 2021 Optimal Blue, "Credit Insights Through the Pandemic: Crosscurrents", October 2020 Optimal Blue, "Mortgage Pricing Insights", September 2020 Optimal Blue, "Mortgage Pricing Insights", August 2020 Proposed Rule on Enterprise Capital Requirements Comments/RIN 2590-AA95, FHFA Response, August 2020 Optimal Blue, "Mortgage Pricing Insights", July 2020 "Household Utility and Financial Intermediation: A Parable", July 2020 Optimal Blue, "Mortgage Pricing Insights", June 2020 Optimal Blue, "Market Volatility and the Anatomy of Mortgage Rates", March 2020 Structured Finance Association, "Keeping the Mortgage Ecosystem Healthy: Regulation and Industry Self-Governance", February 2020 Mortgage Banker Magazine, "What Do CRT Prices Tell Us About Implied G-Fee?", February 2020 "A Missing Piece of the Administrative Reform Puzzle: How the GSEs Generate Cross-Subsidies", October 2019 "Financial Intermediation and Best Execution", Working Paper, October 2019 National Association of Realtors, "Working Paper: A Vision for Enduring Housing Finance Reform", March 2019 The Borrower's Mutual Insurance Fund, December 2018 "Proposed Rule on Enterprise Capital Requirements Comments/RIN 2590-AA95", FHFA Response, July, October, and November 2018 "Is There A Competitive Equilibrium For The GSEs?", Journal of Structured Finance, Fall 2017 "Four Steps Forward: Streamline, Share Risk, Wrap, and Mutualize", Urban Institute Housing Financing Policy Center Forum, April 2016 "An Overview of GSE Reform", Journal of Structured Finance, Spring 2016 Mortgage Insurer Eligibility, The Federal Housing Finance Agency Response, Fall 2014 Fannie Mae and Freddie Mac Guarantee Fees: Request for Input, Federal Housing Finance Agency/Office of Policy Analysis and Research Response, Fall 2014 The Journal of Structured Finance, "GSE Reform Policy Issues," Spring 2014 Proposed Accounting Standards Update, April 2013 Modeling the Impact of Housing Finance Reform on Mortgage Rates, Bipartisan Policy Center Housing Commission, January 2013 Background Discussion for GSE Risk Sharing Roundtable, February 2012 Risk-Based Capital Guidelines: Market Risk; Alternative Guidelines to Credit Ratings for Debt and Securitization Positions, OCC/FRB/FDIC Response, February 2012 Guidance on Due Diligence Requirements in Determining Whether Investment Securities Are Eligible for Investment, OCC Response, December 2011 Credit Risk Retention, NPR Response, Spring 2011 The Financial Crisis: A Failure of American Enterprise - February 2011 The Journal of Securitization, "The Breakpoint Grid," Fall 2008 Mortgage Risk Magazine, "Show Me the Money," June 2008 The Journal of Portfolio Management, "The Concept of Credit OAS in Valuation of MBS," pp. 41-55, Spring 2008 The Bottom Line, "Improving the Investors' Perspective on Credit Risk: Non-Agency Investors and the Secondary Market," September/October 2006 The Journal of Portfolio Management, "Prepayment Risk-and-Option-Adjusted Valuation of MBS," Volume 31, No. 4, Summer 2005 The Journal of Portfolio Management, "Interest Rate Model Selection: A Conscientious Choice for Mortgage Investors,"-pp. 74-86, Vol. 30, No. 2, Winter 2004 The Journal of Fixed Income, "The Yield Curve & Mortgage Current Coupon," March 2002
