S&P | Ratings > Residential Mortgage Backed Securities - Main

Overview

Description

Standard & Poor's residential mortgage group analyzes a broad spectrum of transactions backed by collateral that usually includes:

Prime Residential Loans

Jumbo, Alternative A (Alt-A) Loans

Subprime (Home Equity) Loans

Second Lien Loans

Home Equity Lines of Credits & Closed-End Seconds

Scratch & Dent Loans

Outside the Guidelines, Non Re-performing Loans

Tax Liens

Re-REMICs

Servicer Advances

Thought Leadership

Standard & Poor's Investor Breakfast on Recovery Analytics
October 23, 2009, New York
Click here for the Presentation Slides.

Teleconference Replay: U.S. RMBS Rating Methodology and Assumptions for Prime, Alternative-A, and Subprime Mortgage Loans
Speaker: Francis Parisi, Ph.D, Global Criteria Officer - RMBS
Date: September 16, 2009

Net-Enhanced Teleconference: U.S. Prime Jumbo RMBS: Updated Loss Projections and Ratings Impact
Speakers: Andrew Giudici, Director, and Manish Consul, Associate
Date: July 15, 2009

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Products & Services

A loan level credit model to analyze the risk of residential mortgage loans, also used to determine the foreclosure frequency, loss severity and credit enhancement levels required for securitization.

LEVELS: RMBS Credit Model

The SPIRE™ Cash Flow model analyzes the effect of variable interest rates on both assets and liabilities associated with structuring residential mortgage backed securities, incorporating Standard & Poor's criteria.

SPIRE^®: RMBS Cash Flow Model

Ratings

Residential Mortgage-Backed Securities