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Managing mortgage credit risk : what went wrong with the subprime and Alt-A markets?

Cho, Man - 2009

Persistent link: https://www.econbiz.de/10003903697

Valuing fixed rate mortgage loans with default and prepayment options

Dunsky, Robert M.; Ho, Thomas S. Y. - In: The journal of fixed income 16 (2007) 4, pp. 7-31

Persistent link: https://www.econbiz.de/10003457011

The risk of tranches created from mortgages

Hull, John; White, Alan - In: Financial analysts' journal : FAJ 66 (2010) 5, pp. 54-67

Persistent link: https://www.econbiz.de/10008668609

Optimal mortgage loan securitization and the subprime crisis

Mukuddem-Petersen, Janine; Mulaudzi, Mmboniseni P.; … - In: Optimization letters 4 (2010) 1, pp. 97-115

Persistent link: https://www.econbiz.de/10003936245

Mortgage market

Vnukova, Natalija Mykolai͏̈vna; Bažanov, Oleh … - 2008

Persistent link: https://www.econbiz.de/10008860584

Timing is everything : sources of uncertainty in non-agency cash flow timing

Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of structured finance 15 (2009) 4, pp. 29-42

Persistent link: https://www.econbiz.de/10003950029

Securitization, collateral constraints and consumption risk sharing in the euro area

Nitschka, Thomas - In: Economics letters 106 (2010) 3, pp. 197-199

Persistent link: https://www.econbiz.de/10003952073

Securitization and asset price cycle :causality and post-crisis policy reform

Cho, Man - 2010

financial crisis - the mortgage credit cycle and the home price cycle. In the viewpoint of mortgage lending, the main demand … (UCC) for owning between 2002-2006. UCC was, in turn, influenced by three key factors - the record low mortgage interest … as a significant shift factor in the demand side. In the supply-side, the main drivers for the boom-bust of mortgage …

Persistent link: https://www.econbiz.de/10008735769

Optimal securitization of credit portfolios via impulse control

Frey, Rüdiger; Seydel, Roland C. - In: Mathematics and financial economics 4 (2010) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10008807103

Securitization of mortgage debt, domestic lending, and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - In: The Canadian journal of economics 45 (2012) 2, pp. 493-508

Persistent link: https://www.econbiz.de/10009572456