I have a project for myself. Wondering if there is any valuable data from KBRA securitization reports. Can I gather the loan pools and dates and get advanced indication of growth (?) in loan originations based on the $ volume on monthly basis? There should be some correlation, perhaps amplified. The banks keep a certain volume on their books and the rest get collateralized in either pass through or ABS.
Good project for rainy day. Otherwise, just listen to the artillery duel in Kharkiv.
KC