MIAC Acadametrics are delighted to have assisted the Barclays Investment Bank research team with the analytics for a publication on the anticipated performance of non-conforming RMBS.
Using the RMAC 2007–NS1 loan level data series this project utilised a number of MIAC’s proprietary models and tools to assess the impact of the BoE and EBA macro-economic scenarios on portfolio performance.
Barclays used the analysis as a basis for their review on how changes in the macro-economic environment might impact performance in the UK NC sector and consequently, how it may affect RMBS investors. The article was issued to their client and investor base at the end of July under the heading “Barclays UK non-conforming RMBS Resilient to rate rises”.
Please contact the author in the Barclays research team, Dipesh Mehta, if you require access to this publication. Dipesh is a Director for European ABS Strategy at Barclays and can be reached at firstname.lastname@example.org.
Alternatively, to discuss this work with us directly, or to request an abridged version of our original report, please contact us at the following link: http://miac-acadametrics.co.uk/contact-us/
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