Over the last few weeks, market focus has been on the liquidity of banks, with some high profile names such as Signature Bank (SBNY), Silicon Valley Bank (SIVB), First Republic Bank (FRC), and others capturing the attention of regulators and investors alike. As a group, banks experienced stock market price declines, with a few having […]
In the first two Credit Risk Transfer (CRT) posts we provided an introduction to CRT transaction mechanics, structures, past originations, economic environment and security pricing. To conclude the series of CRT related posts we’ll review the latest trends in the economy, mortgage industry, and CRT securities pricing, and discuss some of the potential driving forces […]
Berkshire Group maintains databases tracking monthly originations and performance of both agency and non-agency mortgage loans. We also track industry and market metrics, and observe mortgage loan performance in relation to these metrics. We use these data and observations internally for analysis, and to support assumptions used in our valuation models. Berkshire tracks individual loans related to […]
GSE Credit Risk Transfer (CRT) Product Discussion – Part One of Three Berkshire Group maintains databases tracking monthly originations and performance of both agency and non-agency mortgage loans. We also track industry and market metrics, and observe mortgage loan performance in relation to these metrics. We use these observations and data internally for analysis, and to support […]
Introduction: Financial models, and misuse of them, have been blamed for contributing to recent economic woes. Public perception is that default of incorrectly modeled, complex financial securities played a major role in failures of banks, insurers[1], investment banks[2], and GSEs[3], and that foreclosures of poorly underwritten (using faulty credit models[4]) loans backing the securities precipitated […]
Company Overview: Founded in 1998, The Berkshire Group LP is a management-consulting firm that provides predictive modeling, asset valuation, data analysis, transaction support, and due diligence services to the financial services industry. The Company offers these services through two affiliated entities, including itself and Berkshire Advisors LLC (collectively, “Berkshire” or the “Company”)[1]. Berkshire focuses on […]
The Berkshire Group provides online access to a comprehensive MBS and loan performance data and decision support analytics platform. The data is a foundation, but we know expert tools and analysis are the key to you pinpointing profit opportunities. So we go further.Our integrated securities and loan analysis and multi-path valuation tools let you climb […]
The Berkshire Group maintains a powerful suite of proprietary data, tools, and processes designed for our clients’ success. The tools fall into three general categories: • Performance Analysis and Prediction – AssetAssayer ™ Predictive Modeling and Asset Valuation – Pricing, Loss Reserves, and Reserve Analysis – BGVAL™ Analytics Portal – Agency and Non-Agency Data and […]
