UK SECURITISED MORTGAGE ARREARS



There has recently been a large spike in UK securitised mortgages in arrears, with the proportion of balances in arrears to total balances growing by 132% between Q2 2022 and Q4 2023 when considering both regulated and non-regulated loans.

This is the expected result of increased interest rates but how is it impacting the default risk of RMBS transactions?

ARC Analytics can help provide the answer to that question. The Cash Flow Simulator can model the default risk of RMBS transactions, factoring in the impact of arrears in its analysis.

RELATED ARTICLES, RESEARCH AND VISUALISATIONS​

our expertise

arc subscriptions

join us for up-to-date, topic-specific insights from our experts