predict the early redemption of Term Asset-Backed Securities Loan Facility (TALF) loans used to purchase commercial mortgage …

Toxic mortgage related assets in bank portfolios have tested the pervasive free market wisdom that markets can …-leveraged themselves by investing in risky mortgage securities. In an efficient and perfectly informed market investors punish firms for … subordinated bond spreads by examining the role of underlying mortgage assets in the pricing of subordinated bonds by investors …

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …

quantify mortgage lending risk in two distinct mortgage markets. For each application, we show a range of modeling adjustments …

The subprime mortgage crisis has already wreaked havoc on the lives of millions of people and now it threatens to …