Where Did the Risk Go? How Misapplied Bond Ratings Cause Mortgage Backed Securities and Collateralized Debt Obligation Market Disruptions
暂无分享,去创建一个
[1] T. Jenkinson,et al. Why are Securitization Issues Tranched , 2005 .
[2] Arthur B. Kennickell,et al. Recent changes in U.S. family finances: evidence from the 2001 and 2004 Survey of Consumer Finances , 2006 .
[3] Consultant,et al. CREDIT RATINGS FOR STRUCTURED PRODUCTS A Review of Analytical Methodologies, Credit Assessment Accuracy, and Issuer Selectivity among the Credit Rating Agencies , 2003 .
[4] John M. Quigley,et al. Mortgage default and low downpayment loans: The costs of public subsidy , 1996 .
[5] Glenn B. Canner,et al. The effects of recent mortgage refinancing , 2000 .
[6] B. Ambrose,et al. The Hazard Rates of First and Second Defaults , 1999 .
[7] J. Amato,et al. Risk Aversion and Risk Premia in the CDS Market , 2005 .
[8] J. Weston. Managing Business Risks , 1992 .
[9] George M. von Furstenberg,et al. Default risk on FHA-insured home mortgages as a function of the terms of financing : a quantitative analysis , 1969 .
[10] Mark Doms,et al. Innovations in Mortgage Markets and Increased Spending on Housing , 2007 .
[11] Frank J. Fabozzi,et al. Collateralized Debt Obligations: Structures and Analysis , 2002 .
[12] Terrence M. Clauretie. A Note on Mortgage Risk: Default vs. Loss Rates , 1990 .