ABS East 2026

On Tuesday, October 20, at 2:30 p.m. (ET), Structured Finance and Securitization Partner David Matthews will serve as a panelist on the "(de)Risky Business: CRT and Mortgage Insurance Risk Transfer" panel at ABS East 2026, part of the Mortgage & Real Assets Track. As banks, government-sponsored enterprises (GSEs), mortgage insurers and reinsurers increasingly look to transfer credit exposure, mortgage risk transfer markets continue to expand and evolve. The panel will explore developments across agency credit risk transfer (CRT), mortgage insurance risk transfer, and reinsurance-linked structures.

• Investor Demand and Pricing Dynamics. What is driving investor appetite across CRT and mortgage insurance risk transfer, and how pricing is evolving.
• Capital Efficiency. How risk transfer structures help banks, GSEs, mortgage insurers, and reinsurers manage credit exposure and capital.
• Structural Innovation. Recent developments across agency CRT, mortgage insurance risk transfer, and reinsurance-linked structures.
• The Role of Private Capital. The growing role of private capital in absorbing mortgage credit risk.

Learn about ABS East 2026.