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The handbook of structured finance
Servigny, Arnaud de (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003361570
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Real estate
Garay, Urbi; Stevenson, Simon - In: CAIA level II : advanced core topics in alternative …, (pp. 215-303). 2009
Persistent link: https://www.econbiz.de/10003915961
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Prepayment risk modeling for residential mortgage backed securities : the unique Indian experience
Tripathi, Gireesh Chandra - In: International journal of information systems in the … 4 (2011/12) 2, pp. 72-86
Persistent link: https://www.econbiz.de/10009625478
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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
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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
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Flood risk exposures and mortgage-backed security asset performance and risk sharing
Dice, Jacob; Hossain, Mallick; Rodziewicz, David - 2024
Persistent link: https://www.econbiz.de/10014552152
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Specialisation in Mortgage Risk Under Basel II
Benetton, Matteo - 2017
Since Basel II was introduced in 2008, two approaches to calculating bank capital requirements have co-existed: lenders' internal models, and a less risk-sensitive standardised approach. Using a unique dataset covering 7 million UK mortgages for 2005–15, and novel identification, we provide...
Persistent link: https://www.econbiz.de/10012965404
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Assessing physical climate risk in repo-eligible residential mortgage-backed securities
McCarthy, Ronan; Reid, Geordie - In: Bulletin / Reserve Bank of Australia (2024), pp. 56-66
Persistent link: https://www.econbiz.de/10014528459
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks … during the COVID-19 pandemic predict CRE mortgage delinquency, especially those stemming from lease expiration of offices …
Persistent link: https://www.econbiz.de/10015061135
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks … during the COVID-19 pandemic predict CRE mortgage delinquency, especially those stemming from lease expiration of offices …
Persistent link: https://www.econbiz.de/10015062908