Event Description: Moody’s senior analysts will discuss proposed adjustments to the methodology “Moody’s Approach to Rating US RMBS Using the MILAN Framework” to incorporate transactions backed by non-prime mortgage loans.
• Updating the model to assess default probability of mortgages to borrowers with low or missing FICO scores
• Refining the approach to assess risks of mortgage loans modified prior to closing
• Describing how we will analyze loans with alternative documentation
• Describing our approach to assessing RMBS transactions with excess spread
• Luisa De Gaetano, Associate Managing Director, Structured Finance
• Ola Hannoun Costa, Senior Vice President, Structured Finance
• Yehudah Forster, Senior Vice President - Legal Review, Structured Finance
• Karandeep Bains, Vice President - , Structured Finance
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