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RMBS LOSS ESTIMATES UP SHARPLY

Fitch is raising their estimates for RMBS losses by 3-5 times due to rising delinquencies.

These 2005, 2006 and 2007 revised loss estimates are approximately three, four and five times higher, respectively, than the prior loss estimates.

“Delinquencies have risen dramatically for prime RMBS transactions as borrowers have come under increasing pressure from declining home values, lack of mortgage financing, and rising unemployment.”

While everyone is focused on the banks here it is actually the consumer that is retrenching.  The U.S. consumer has become so debt-laden that it could take years before a real sustainable recovery mounts.

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