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Miklós Vörös

Miklós Vörös
Executive Director, Securitized Products Research

About the Contributor

Miklós Vörös is an Executive Director, leading a team implementing and improving collateral and valuation models in the US Agency, and European Securitization space. Miklós holds an MSc in computational physics, from Budapest University of Technology and Economics.

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Blog posts by Miklós Vörös

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  1. BLOG

    Higher Agency Loan-Size Limit: A Booster Shot in ARMs? 

    Jan 10, 2022 László Ábel Somlai , Miklós Vörös , Yihai Yu

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    Securitizations for U.S. agency adjustable-rate mortgages have declined since the 2008 global financial crisis. But could a loan-limit increase by the government-sponsored enterprises, boost issuance of agency-ARM mortgage-backed securities?

  2. BLOG

    A New COVID-19 Regime for MBS? 

    Feb 17, 2021 Yihai Yu , Miklós Vörös

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    In 2020, the Federal Reserve’s purchases of mortgage-backed securities, low interest rates, mortgage-underwriting policy changes and technology advancements led to a historic refinance frenzy and posed an unprecedented challenge for MBS risk management.

  3. BLOG

    European securitization at the regulatory crossroads 

    Jun 17, 2019 Miklós Vörös

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    Have new European Union reforms clouded the future of the securitization market in Europe?