*Subprime-Mortgage Loss Forecast Is Raised by Standard & Poor’s
<http://www.bloomberg.com/apps/news?pid=20601087&sid=aGpyUsUSL6_0#>*
By Jody Shenn

July 22 (Bloomberg) -- Standard & Poor’s again boosted its projections for
losses from U.S. subprime mortgages backing securities, reflecting
increasing 
<http://www.bloomberg.com/apps/quote?ticker=BBMDS60P%3AUS>delinquencies
and defaults amid slumping home prices and growing
unemployment <http://www.bloomberg.com/apps/quote?ticker=USURTOT%3AIND>.

Losses on loans backing 2006 securities will reach an average of about 32
percent of the original balances, while losses for similar 2007 bonds will
total about 40 percent, the New York-based ratings firm said in a statement
today. In February, S&P said the losses would total an average of 25 percent
for 2006 bonds and 31 percent for 2007 securities.

Rising defaults on subprime mortgages since 2006 helped spark what Federal
Reserve Chairman Ben S.
Bernanke<http://search.bloomberg.com/search?q=Ben+S.+Bernanke&site=wnews&client=wnews&proxystylesheet=wnews&output=xml_no_dtd&ie=UTF-8&oe=UTF-8&filter=p&getfields=wnnis&sort=date:D:S:d1>today
told Congress might have become “the worst global financial crisis
since the 1930s and perhaps including the 1930s.” The loans went to
borrowers with poor or limited credit records or high debt.

Rating companies have cut all but 16 percent of U.S. home- loan securities
without government backing to grades below AAA since late 2007, when 80
percent of the debt carried top rankings, according to an investor
letter<http://www.tcw.com/cmRoot/Funds/CIOLetters/JGLetter_061509.pdf>last
month from Los Angeles-based TCW Group Inc.


-- 
Best Regards,
Jay Shah, FRM

"Expect The Unexpected"

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