Extended Viewer

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.

HTML Displayer Portlet

Blog posts by Miklós Vörös


Nothing was found.
  1. BLOG

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

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

    Learn More

    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

    Learn More

    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

    Learn More

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