Case Study: Securitization Disclosure File Creation Process

The Client Private Label Mortgage-Backed Security Issuer  Talk Scope The Problem The client issues private label MBS with sources from multiple origination channels. In accordance with industry requirements, the client needed to create and make available to securitization counterparties a loan-level data file (the “ASF File”) which has been defined and endorsed by the Structured Finance Industry Group. ​ The process of extraction and aggregation was...ShareTweetShare

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