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The impact of different default triggers on CMBS risk evaluation

Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91

Persistent link: https://www.econbiz.de/10011700690

Prepayment risk on callable bonds : theory and test

François, Pascal; Pardo, Sophie - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 147-176

Persistent link: https://www.econbiz.de/10011342200

Schätzungen der Einkommensmigration als Herausforderung im Risikomanagement privater Hypothekarportfolios

Seiler Zimmermann, Yvonne - In: Management in der Finanzbranche - Finanzmanagement im …, (pp. 337-353). 2012

Persistent link: https://www.econbiz.de/10009630286

Assessing Risk on Subprime Mortgage Backed Securities : Did Credit Rating Agencies Misrepresent Risk to Investors?

Barnett, Harold C. - 2011

misleading investors with respect to the default risk on mortgage backed securities (MBS). This paper argues that, to the … detriment of investors, the CRA did not incorporate information available to securitizers in their ratings of subprime mortgage … Moody's Investor Services projections of loss for these mortgage pools. The percent of principal balances rated triple-A is …

Persistent link: https://www.econbiz.de/10013121890

Mortgage contract design and systemic risk immunization

Poitras, Geoffrey; Zanotti, Giovanna - In: International review of financial analysis 45 (2016), pp. 320-331

Persistent link: https://www.econbiz.de/10011583868

Estimation of flood risk on a residential mortgages portfolio

Bartolucci, Luca; Genero, Guido Luciano; Pierigè, Maurizio - In: Risk management magazine 17 (2022) 2, pp. 33-41

In the context of the rapid changes that have occurred in recent years, characterized by veritable "black swans" such as the COVID19 pandemic and extreme weather events that are occurring with increasing frequency, the issue of climate change has come into the focus of banking regulators and...

Persistent link: https://www.econbiz.de/10013501081