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  2. Subprime crisis impact timeline - Wikipedia

    en.wikipedia.org/wiki/Subprime_crisis_impact...

    In Q1/2007, S&P/Case-Shiller house price index records first year-over-year decline in nationwide house prices since 1991. [126] The subprime mortgage industry collapses, and a surge of foreclosure activity (twice as bad as 2006) [ 127 ] and rising interest rates threaten to depress prices further as problems in the subprime markets spread to ...

  3. Mortgage-backed security - Wikipedia

    en.wikipedia.org/wiki/Mortgage-backed_security

    Just as this article describes a bond as a 30-year bond with 6% coupon rate, this article describes a pass-through MBS as a $3 billion pass-through with 6% pass-through rate, a 6.5% WAC, and 340-month WAM. The pass-through rate is different from the WAC; it is the rate that the investor would receive if he/she held this pass-through MBS, and ...

  4. File:MBS downgrades chart.svg - Wikipedia

    en.wikipedia.org/wiki/File:MBS_downgrades_chart.svg

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  5. PSA prepayment model - Wikipedia

    en.wikipedia.org/wiki/PSA_prepayment_model

    The standard model (also called "100% PSA") works as follows: Starting with an annualized prepayment rate of 0.2% in month 1, the rate increases by 0.2% each month, until it reaches 6% in month 30. From the 30th month onward, the model assumes an annualized prepayment rate of 6% of the remaining balance. [ 2 ]

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  7. Subprime crisis background information - Wikipedia

    en.wikipedia.org/wiki/Subprime_crisis_background...

    Subprime I was smaller in size — in the mid-1990s $30 billion of mortgages constituted "a big year" for subprime lending, by 2005 there were $625 billion in subprime mortgage loans, $507 billion of which were in mortgage backed securities — and was essentially "really high rates for borrowers with bad credit".

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  9. Subprime mortgage crisis - Wikipedia

    en.wikipedia.org/wiki/Subprime_mortgage_crisis

    These five institutions reported over $4.1 trillion in debt for fiscal year 2007, about 30% of US nominal GDP for 2007. Further, the percentage of subprime mortgages originated to total originations increased from below 10% in 2001–03 to between 18–20% from 2004 to 2006, due in-part to financing from investment banks.