Stress-scenario projections of MSR valuation declines driven by rising mortgage defaults and prepayment rates.
Maps geographic variation in mortgage delinquency rates to local labor and housing market conditions.
Explores household debt delinquencies and uses Vista data to assess correlations between MDX and mortgage credit risk.
Provides data definitions for new issuance and for monthly disclosure on active, single family data.
Analyzes global CDS trading activity from 2021 through mid-2026, comparing index and single-name volumes, ratios, and responses to market stress events.