The structured finance market: An investor's perspective
FJ Fabozzi - Financial Analysts Journal, 2005 - Taylor & Francis
The largest sector of the US investment-grade fixed-income market is structured products—
mortgage-backed securities and asset-backed securities. Issues and challenges currently …
mortgage-backed securities and asset-backed securities. Issues and challenges currently …
Contributions of The Journal of Fixed Income to MBS Analysis.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …
primers about the structure and risk characteristics for the growing number of complex …
[PDF][PDF] Migration and concentration risks in bank lending: new evidence from credit portfolio data
L Norden, M Szerencses - … of Banking and Finance, University of …, 2005 - efmaefm.org
Migration and concentration risks in bank lending: new evidence from credit portfolio data Lars
Norden a, *, Manuel Szerencses a Page 1 Migration and concentration risks in bank lending …
Norden a, *, Manuel Szerencses a Page 1 Migration and concentration risks in bank lending …
An investigation of underwriting fees for asset-backed securities
D Puskar, AA Gottesman - The American Economist, 2012 - journals.sagepub.com
This paper uses a proprietary database of asset-backed securities (ABS) to make two
contributions to the literature: A detailed descriptive analysis of the ABS market and an …
contributions to the literature: A detailed descriptive analysis of the ABS market and an …
CDO Equity Returns and Return Correlation
DJ Lucas, LS Goodman… - Journal of Structured …, 2004 - search.proquest.com
Equity in a collateralized debt obligation (CDO), called CDO equity, preferred shares, or
preference shares, represents a residual interest in the cash flow of the CDO assets. CDO …
preference shares, represents a residual interest in the cash flow of the CDO assets. CDO …
A Regulatory Approach to Derivative Markets: The Benefits of Private Sector Oversight
A Litvinova - 2007 - digitalcommons.pace.edu
Beginning in the 1980's over-the-counter (OTC) derivatives began trading in large amounts.
Their trading volume grew rapidly, to a total notional value of $88.2 tn by the end of 1999; …
Their trading volume grew rapidly, to a total notional value of $88.2 tn by the end of 1999; …
[CITATION][C] The US Subprime Crisis and the CDO Troubles
Y Liu - 2007 - University of Nottingham
[CITATION][C] Migration and concentration risks in commercial lending: Some lessons from credit portfolio data
L Norden, M Szerencses