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 …

This study analyses the level of systematic risk for US mortgage portfolio securitisationsbased on the variation of …

This paper examines the contrasting influence of portfolio lending and securitization in the resolution of distressed … commercial mortgage market …

predict the early redemption of Term Asset-Backed Securities Loan Facility (TALF) loans used to purchase commercial mortgage …