Securities & Finance
Mortgage Finance & Securitization

The Brattle Group’s principals have been retained as experts for and worked with mortgage finance industry professionals in cases involving banks, hedge funds, insurance companies, and regulators and federal agencies. The Brattle Group has worked closely with world-renowned experts on topics related to mortgage finance and securitization, like Nobel Laureates Joseph Stiglitz and Daniel McFadden. Our experts and consultants have also worked with leading financial economists like Gary Gorton, and Dwight Jaffee. The Brattle Group’s experience includes a range of topics such as:

  • Statistical sampling of loan pools and assessment of compliance with prospectuses
  • Analysis of mortgage underwriting and loan characteristics on loan performance
  • Investigation of alleged discrimination in mortgage lending
  • Evaluation of put-back liabilities of mortgage-back securities (MBS) issuers and Trustee responsibilities
  • Analysis of risk management and mortgage accounting practices
  • Mark-to-market pricing of thinly traded MBS
  • Investigation of potential abuses in trading practice and reporting
  • Evaluation of residential mortgage-backed securities (RMBS) sponsor and underwriter due diligence
  • Evaluation of mortgage servicing
  • Economic analysis of RMBS securities price declines and investor claims
  • Evaluation of CDO structure/tranches collateralized by RMBS securities
  • Marks to market, margin calls, and collateral auctions