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CRT Executive Summary Episode 1: Credit Risk Transfer market trends in today’s environment

22 June 2022

CRT Executive Summary is an efficient and innovative webinar series by Milliman to keep you up to date on current trends in the CRT market. The information provided by the CRT Executive Summary covers all key aspects of the CRT market: collateral trends, CRT issuance trends, changes in deal structures, and current market pricing.

This episode of CRT Executive Summary discusses:

  • the impact the current rising interest rate market has on mortgage originations
  • the effects that the ECRF framework has on security structures
  • recent pricing trends on issuance volume between capital markets and reinsurance structures
  • the current market price trends relative to a fundamental value estimate for the capital markets securities.

To learn more about the software used to curate this exclusive content visit Milliman M-PIRe

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