Credit risk findings for commercial real estate loans using the reduced form
Year of publication: |
November 2016
|
---|---|
Authors: | Christopoulos, Andreas D. ; Barratt, Joshua G. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 19.2016, p. 228-234
|
Subject: | CMBS | Credit risk | Financial crisis | Mortgages | MBS | Default | PD | Expected loss | Kreditrisiko | Hypothek | Mortgage | Gewerbeimmobilien | Commercial real estate | Finanzkrise | Asset-Backed Securities | Asset-backed securities | Immobilienmarkt | Real estate market | Insolvenz | Insolvency | Immobilienfinanzierung | Real estate finance |
-
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo, (2024)
-
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo, (2024)
-
Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo, (2024)
- More ...
-
Synthetic cap rate indices : 1991-Covid era
Christopoulos, Andreas D., (2024)
-
Liquidity risk and CMBX microstructure
Christopoulos, Andreas D., (2024)
-
Christopoulos, Andreas D., (2008)
- More ...