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Commercial mortgage-backed securities

Manzi, James; Berezina, Diana; Adelson, Mark - 2008

Persistent link: https://www.econbiz.de/10003763581

The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications

Duarte, Jefferson - In: The review of financial studies 21 (2008) 4, pp. 1689-1731

Persistent link: https://www.econbiz.de/10003765319

Valuing mortgage-backed and asset-backed securities

Fabozzi, Frank J. - 2008

Persistent link: https://www.econbiz.de/10003765693

Determinanten europäischer CMBS spreads : ein empirisches Modell zur Bestimmung der Risikoaufschläge von commercial mortgage-backed securities (CMBS)

Heidorn, Thomas (contributor); … - 2008

-- CMBS spread ; commercial mortgage-backed securities …This paper tracks a structured financial innovation, the commercial mortgage-backed security which is not as novel as … influence the risks arising from a commercial-mortgage credit agreement as well as marked-risks influenced by economy and marked …

Persistent link: https://www.econbiz.de/10003767849

ABS-CDOs mit Subprime Exposure: "hochgiftig" trotz AAA-Rating? : Rating von ABS-CDOs

Hamerle, Alfred; Plank, Kilian - In: Risiko-Manager (2008) 25/26, pp. 1,8-10

Persistent link: https://www.econbiz.de/10003786037

The interaction of MBS markets and primary mortgage rates

Bhattacharya, Anand K.; Berliner, William S.; Fabozzi, … - In: The journal of structured finance 14 (2008) 3, pp. 16-36

Persistent link: https://www.econbiz.de/10003786359

Trends in the subprime securities litigation

Sabry, Faten; Sinha, Anmol; Lee, Sungi - In: The journal of alternative investments 11 (2008/09) 2, pp. 109-116

Persistent link: https://www.econbiz.de/10003778608

Understanding the securitization of subprime mortgage credit

Ashcraft, Adam B. (contributor); Schuermann, Til (contributor) - 2008

In this paper, we provide an overview of the subprime mortgage securitization process and the seven key informational … how rating agencies assign credit ratings to mortgage-backed securities, and outline how these agencies monitor the … performance of mortgage pools over time. Throughout the paper, we draw upon the example of a mortgage pool securitized by New …

Persistent link: https://www.econbiz.de/10003781458

Commercial mortgage backed securities in Europe

Beekwilder, Sander; Mos, Cora - In: Innovations in securitisation : yearbook (2006), pp. 235-268

Persistent link: https://www.econbiz.de/10003772801

A/B structures in CMBS transactions : an overview from an Italian perspective

Schiavello, Giuseppe - In: Innovations in securitisation : yearbook (2006), pp. 269-278

Persistent link: https://www.econbiz.de/10003772806