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MBS ratings and the mortgage credit boom
Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010
We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …
Persistent link: https://www.econbiz.de/10008657284
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MBS Ratings and the Mortgage Credit Boom
Ashcraft, Adam B. - 2010
We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …
Persistent link: https://www.econbiz.de/10013143047
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Toxic asset subsidies and the early redemption of talf loans
Wilson, Linus - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-20
predict the early redemption of Term Asset-Backed Securities Loan Facility (TALF) loans used to purchase commercial mortgage …
Persistent link: https://www.econbiz.de/10013252762
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What broker charges reveal about mortgage credit risk
Berndt, Antje; Hollifield, Burton; Sandås, Patrik - 2017
Prior to the subprime crisis, mortgage brokers charged higher percentage fees for loans that turned out to be riskier … residential mortgage securitizations. …
Persistent link: https://www.econbiz.de/10011595598
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Mortgages denominated in domestic and foreign currencies : simple models
Király, Júlia; Simonovits, András - 2015
After the short temporary popularity of foreign currency denominated (FXD) loans, during the Great Financial and Economic Recession (2007- 2013), the burden of these loans has become unaffordable for a lot of borrowers in East Central Europe. We have designed a family of simple models to compare...
Persistent link: https://www.econbiz.de/10010481775
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2019
We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …
Persistent link: https://www.econbiz.de/10012061369
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Mortgages denominated in domestic and foreign currencies : simple models
Király, Júlia; Simonovits, András - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1641-1653
Persistent link: https://www.econbiz.de/10011823938
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AKM mortgages, Inc.
Zhang, Sanjian; Paul, John W.; Huang, Xuan - In: Issues in accounting education 28 (2013) 4, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010231580
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Comparing patterns of default among prime and subprime mortgages
Amromin, Gene; Paulson, Anna Louise - In: Economic perspectives 32 (2009) 2, pp. 18-37
Persistent link: https://www.econbiz.de/10003845379