research for the U.S. home mortgage market suggests that securitization itself may not have been a problem, but rather the …The agency conflicts inherent in securitization are viewed by many as having been a key contributor to the recent …

transactions and finds that CRAs do not include all factors explaining securitization impairment risk. In addition, CRA ratings for …

transactions and fi nds that CRAs do not include all factors explaining securitization impairment risk. In addition, CRA ratings …

We study how the Federal Reserve's quantitative easing (QE) influenced the behavior of Agency mortgage real estate …. We document that Agency mortgage REITs: [i] equity prices reacted to QE announcements and in a manner consistent with …

We explore the capital structure and governance of a mortgage-insuring securitization utility operating with government … for appropriate pricing and transfer of mortgage risks across the private sector and between the private sector and the … mortgage guarantee fee, whose size we find is most sensitive to the required capital ratio and the expected return on that …

in subprime private-label mortgage-backed securities (PLS), influenced the risk characteristics and prices of the deals … and Freddie Mac purchased securities included separate mortgage pools: one specifically created for the GSEs and one or … and Freddie Mac had similar ex-ante risk characteristics but performed much better ex-post relative to other mortgage …

The Dodd-Frank Act requires securitization sponsors to retain not less than a 5% share of the aggregate credit risk of … seemed to accelerate the securitization of originated loans during the months immediately before the rules took effect …

securitisers raise liquidity by jointly designing the mortgage-backed security and the foreclosure policy, the authors find that … foreclosure decisions to mortgage servicers who are intrinsically “tough" or offer the servicers “biased" servicing contracts …. Policies that aim to restore ex post efficient foreclosures may inadvertently reduce mortgage originators' screening effort …

separately considers mortgage and non-mortgage securitization, conducts a discrete analysis of regulatory changes in … recommendations to help support the positive dynamics of mortgage lending and securitization development in the Russian Federation. …Purpose: The study is aimed not only at determining the current state of the bank asset securitization market but also …