Federal Reserve BoardReport
FEDS Note: Mortgage Servicing Right Valuations Under Stress
Published date unknown
Karen Pence , Ben Ranish , and Michael Suher Mortgage servicing right (MSR) valuations decrease when mortgage default and prepayment rates increase, as is generally the case when the economy enters into recession. To estimate how large these MSR valuation declines could be for the banking sector in a severe…
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Provenance
- Publisher
- Federal Reserve Board
- Obtained from
- Federal Reserve (FEDS Notes)
- Published
- Unknown
- Last updated
- Jun 28, 2026 (1 month ago)
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