Tag Archives: credit risk transfer

Lender credit risk transfer considerations for government-sponsored enterprises

One of the roadblocks for lender credit risk transfer (CRT) has been a lack of knowledge and understanding of the risk/reward profile of a potential lender CRT transaction. This article by Milliman’s Madeline Johnson and Jonathan Glowacki provides an overview of lender CRT and uses public information to demonstrate the expected premium and loss rates for a potential lender CRT transaction.

This article was originally published in the March/April 2017 issue of Secondary Marketing Executive.