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Aggregation level in stress testing models

Hale, Galina; Krainer, John; McCarthy, Erin - 2015

Persistent link: https://www.econbiz.de/10011529369

From origination to renegotiation : a comparison of portfolio and securitized commercial real estate loans

Black, Lamont; Krainer, John; Nichols, Joseph B. - In: The journal of real estate finance and economics 55 (2017) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10011800415

Mortgage default and mortgage valuation

Krainer, John; LeRoy, Stephen F.; O, Munpyung - 2009

Persistent link: https://www.econbiz.de/10003886188

Mortgage loan securitization and relative loan performance

Krainer, John; Laderman, Elizabeth Stromberg - 2009

Persistent link: https://www.econbiz.de/10003886193

Mortgage loan securitization and relative loan performance

Krainer, John; Laderman, Elizabeth Stromberg - In: Journal of financial services research : JFSR 45 (2014) 1, pp. 39-66

Persistent link: https://www.econbiz.de/10010401085

Mortgages as recursive contracts

Krainer, John (contributor); Marquis, Milton H. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001763912

Innovations in mortgage markets and increased spending on housing

Doms, Mark E. (contributor); Krainer, John (contributor) - 2007

Persistent link: https://www.econbiz.de/10003722253

Subprime mortgage delinquency rates

Doms, Mark E. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003722391

From Origination to Renegotiation : A Comparison of Portfolio and Securitized Commercial Real Estate Loans

Black, Lamont - 2017

We use a unique loan-level dataset to compare portfolio and securitized commercial real estate loans. The paper documents how the types of loans banks choose to hold in their portfolios differ substantially from the types of loans the same banks securitize. Banks tend to hold loans that are...

Persistent link: https://www.econbiz.de/10012952802

Safe Collateral, Arm's-Length Credit : Evidence from the Commercial Real Estate Mortgage Market

Black, Lamont; Krainer, John; Nichols, Joseph - 2017

When collateral is safe, there are less opportunities for things to go wrong. We examine matching between collateral and creditors in the commercial real estate mortgage market by comparing loans in commercial mortgage backed securities (CMBS) conduits and bank portfolios. We model CMBS...

Persistent link: https://www.econbiz.de/10014121171