Engagements

Residential Mortgage Backed Securities (RMBS)

A large number of Residential Mortgage Backed Securities (RMBS) have experienced losses subsequent to the 2008 Financial Crisis. Virtually every mortgage and MBS issuer has been sued. CRA has provided support in a wide variety of RBMS litigation. Our experts have helped counsel quantify losses on MBS, and analyze deepening insolvency allegations against mortgage originators. CRA has a deep understanding of credit rating agency models and mortgage/MBS valuation models as well as an excellent working relationship with relevant experts. We have analyzed and modeled MBS tranche performance, and we possess deep experience with large amounts loan-level data involving Prime, Alt-A, Sub-Prime, HELOC and other mortgage products.

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