Investor Presentaiton
0.0%
2.0%
Sep-06
Sep-07
Sep-08
Sep-09
Japan
Source: Moody's
UK
Sep-10
4.0%
Sep-11
Sep-12
Historical trend of delinquency and prepayment rate
Delinquency rate in the Japanese RMBS market has been low supported by the strong job market and
stringent underwriting practices.
Current Prepayment rate of Japanese RMBS market is low compared to other developed countries.
RMBS 90+ Days Delinquency
6.0%
30%
Prepayment Rate
Sep-13
Sep-14
Sep-15
Sep-16
Sep-17
Sep-18
Sep-19
Germany
France
Italy
Australia
Sep-20
Sep-21
Murley
4.97%
1.08%
0.68%
0.44%
0.03%
0.01%
0%
10%
20%
Sep-06
Sep-07
Sep-08
Sep-09
Sep-10
Sep-11
Sep-12
Sep-13
Sep-14
Sep-15
Sep-16
Note:
Japan
UK
Germany
France
UK data between Sep 2006 and May 2007 is not available
Source: Moody's
Sep-17
Sep-18
Sep-19
Sep-20
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Italy
Sep-21
67
9.91%
7.14%
2.99%
2.71%
14.91%View entire presentation