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László Ábel Somlai

László Ábel Somlai

Associate, MSCI Research

László Ábel Somlai helps implement and improve collateral and valuation models for US Agency and European securitized products. László holds an MSc in physics from Budapest Eötvös Loránd University.

Research and Insights

Articles by László Ábel Somlai

    Agency MBS Are Going Social

     5 mins read Blog | Jun 20, 2023 | Yihai Yu, László Ábel Somlai, Ning Qiao

    Fannie Mae and Freddie Mac have begun disclosing socially focused borrower data for all pools of U.S.-agency mortgage-backed securities. How can that data inform MBS investors’ models for prepayment risk? 

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

     4 mins read Blog | Jan 10, 2022 | László Ábel Somlai, Miklós Vörös, Yihai Yu

    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?