(de)Risky Business: CRT and Mortgage Insurance Risk Transfer
20 Oct 2026
Coral 2
Mortgage Credit
As banks, GSEs, mortgage insurers, and reinsurers increasingly look to transfer credit exposure, mortgage risk transfer markets continue to expand and evolve. Exploring developments across agency CRT, mortgage insurance risk transfer, and reinsurance-linked structures; examining investor demand, pricing dynamics, capital efficiency, structural innovation, and the growing role of private capital in absorbing mortgage credit risk.