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What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)
An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10011475084
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What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
An, Xudong - 2015
Subordination is designed to provide credit risk protection for senior commercial mortgage-backed securities (CMBS …
Persistent link: https://www.econbiz.de/10013038442
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What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)
An, Xudong - 2015
Subordination is designed to provide credit risk protection for senior CMBS tranches by allocating the initial credit losses to the more junior tranches. Subordination level should in theory reflect the underlying credit risk of the CMBS pool. In this paper, we test the hypothesis that...
Persistent link: https://www.econbiz.de/10013016409
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Subordinations levels in structured financing
An, Xudong (contributor); Deng, Yongheng (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003404441
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Subordination levels in structured financing
An, Xudong; Deng, Yongheng; Sanders, Anthony B. - In: Handbook of financial intermediation and banking, (pp. 41-60). 2008
Persistent link: https://www.econbiz.de/10003729499
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Mortgage default and low downpayment loans : the costs of public subsidy
Deng, Yongheng - 1995
Persistent link: https://www.econbiz.de/10000935326
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Mortgage default and low downpayment loans : the costs of public subsidy
Deng, Yongheng (contributor) - In: Regional science & urban economics 26 (1996) 3, pp. 263-285
Persistent link: https://www.econbiz.de/10001203201
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Mortgage termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng - In: The journal of real estate finance and economics 14 (1997) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
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A dynamic analysis of fixed- and adjustable-rate mortgage terminations
Calhoun, Charles A.; Deng, Yongheng - In: The journal of real estate finance and economics 24 (2002) 1/2, pp. 9-33
Persistent link: https://www.econbiz.de/10001652998
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Optimal put exercise : an empirical examination of conditions for mortgage foreclosure
Ambrose, Brent William; Capone, Charles A. <jun.>; … - In: The journal of real estate finance and economics 23 (2001) 2, pp. 213-234
Persistent link: https://www.econbiz.de/10001614620