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Self-reporting under SEC Reg AB and transparency in securitization : evidence from loan-level disclosure of risk factors in RMBS deals
Mason, Joseph R.; Imerman, Michael B.; Lee, Hong - In: Journal of risk finance : the convergence of financial … 15 (2014) 4, pp. 334-384
Persistent link: https://www.econbiz.de/10010429744
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Self-reporting under SEC Reg AB and transparency in securitization
R. Mason, Joseph; B. Imerman, Michael; Lee, Hong - In: The Journal of Risk Finance 15 (2014) 4, pp. 334-384
Purpose – The purpose of this paper is to illustrate the limitations and potential bias in securitized residential mortgage data and examine the importance of such data issues for typical studies of residential mortgage-backed security (RMBS) market and the financial crisis....
Persistent link: https://www.econbiz.de/10014901951
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Loan-level disclosure and the convenience yield of asset-backed securities
Schmidt, Brent A.; Zhang, Haiwen - In: The accounting review : a publication of the American … 99 (2024) 5, pp. 451-479
Persistent link: https://www.econbiz.de/10015071425