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Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

Markose, Sheri M.; Oluwasegun, Bewaji; Giansante, Simone - 2012

Persistent link: https://www.econbiz.de/10009544686

Current state and perspectives of securitization processes in the Russian Federation

Nikolaevna, Koniagina Mariia - In: International journal of business and economic sciences … 13 (2020) 3, pp. 45-55

separately considers mortgage and non-mortgage securitization, conducts a discrete analysis of regulatory changes in … econometric analysis. Finding: The author has demonstrated that there is a strong inverse relationship between the mortgage … lending volume and the interest rate, and has built a linear function of the estimated mortgage lending volume. The excess in …

Persistent link: https://www.econbiz.de/10012485861

Risk and performance of mutual funds' securitized mortgage investments

Ambrose, Brent William; Diop, Moussa; D'Lima, Walter; … - In: The journal of real estate finance and economics 59 (2019) 4, pp. 515-548

Persistent link: https://www.econbiz.de/10012385063

Reputation, information, and herding in credit ratings : evidence from CMBS

An, Xudong; Cordell, Larry; Nichols, Joseph B. - In: The journal of real estate finance and economics 61 (2020) 3, pp. 476-504

Persistent link: https://www.econbiz.de/10012293200

The impact of risk retention regulation on the underwriting of securitized mortgages

Furfine, Craig - In: Journal of financial services research 58 (2020) 2/3, pp. 91-114

Persistent link: https://www.econbiz.de/10012298966

Informed securitization

Wachter, Susan M. - In: Principles of housing finance reform, (pp. 209-221). 2016

Persistent link: https://www.econbiz.de/10011571919

The impact on loan-to-value on the default rate of residential mortgage-backed securities

Otero-González, Luis; Durán-Satomil, Pablo; … - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 1-13

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Comparing securitized and balance sheet loans : size matters

Ghent, Andra C.; Valkanov, Rossen I. - In: Management science : journal of the Institute for … 62 (2016) 10, pp. 2784-2803

Persistent link: https://www.econbiz.de/10011591725

Predicting the likelihood of lodging CMBS loan default

Singh, Amrik - In: The Cornell hospitality quarterly 60 (2019) 1, pp. 52-68

Persistent link: https://www.econbiz.de/10012001676

Are covered bonds a substitute for mortgage-backed securities?

Carbó Valverde, Santiago; Rosen, Richard Joseph; … - In: Journal of economic policy reform 20 (2017) 3, pp. 238-253

Persistent link: https://www.econbiz.de/10011815994