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Bank for International Settlements calls out MBS market liquidity risks

COVID plus large and rapid Fed-funds hikes by The Federal Reserve is having a big impact on market liquidity and, in one case, forcing, interest rate sensitive REIT's, to sell MBS positions. In their December 2022 Quarterly Review, The Bank for International Settlements discusses liquidity concerns in the U.S. MBS market.

Click here to read the December 2022 BIS Quarterly Review


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2022 SIFMA MBS Volumes

BOSTON, MA – January 20, 2022 – Annual U.S. Agency MBS trade volumes for 2022, as reported by SIFMA, show TBA Average Daily Volume (ADV) down 15% to $240B per day. Given the 50% drop in new MBS issua


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