We examine the payoff performance, up to the end of 2013, of non-agency residential mortgage-backed securities (RMBS …), issued up to 2008. We have created a new and detailed data set on the universe of non-agency residential mortgage backed … securities, per carefully assembling source data from Bloomberg and other sources. We compare these payoffs to their ex …

We examine the payoff performance, up to the end of 2013, of non-agency residential mortgage-backed securities (RMBS …), issued up to 2008. We have created a new and detailed data set on the universe of non-agency residential mortgage backed … securities, per carefully assembling source data from Bloomberg and other sources. We compare these payoffs to their ex …

predict the early redemption of Term Asset-Backed Securities Loan Facility (TALF) loans used to purchase commercial mortgage …-backed securities (CMBS). The predictions of the model are strongly supported by the data. In addition, this paper looks at the …

We examine the payoff performance, up to the end of 2013, of non-agency residential mortgage-backed securities (RMBS …), issued up to 2008. We have created a new and detailed data set on the universe of non-agency residential mortgage backed … securities, per carefully assembling source data from Bloomberg and other sources. We compare these payoffs to their ex …