Stacr and cas: What they tell us

E Belbase - Journal of Structured Finance, 2014 - search.proquest.com
In this article, we look at what the execution of Freddie Mac's Structured Agency Credit Risk (STACR)
and Fannie Mae's Connecticut Avenue Securities (CAS) tell us about guarantee-…

The Yield Curve and Mortgage Current Coupons.

E Belbase, D Szakallas - Journal of Fixed Income, 2002 - elibrary.ru
The Yield Curve and Mortgage Current Coupons. КОРЗИНА ПОИСК НАВИГАТОР
ЖУРНАЛЫ КНИГИ ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА …

[BOOK][B] Coexistence in a two-species reaction diffusion process using a hydrodynamic limit

E Belbase - 1998 - search.proquest.com
UMIDissertation Information Service Page 1 INFORMATION TO USERS The negative microfilm
of this dissertation was prepared and inspected by the school granting the degree. We …

Valuation of Structured Securities: RMBS Case Study

E Belbase - The Journal of Structured Finance, 2012 - jsf.pm-research.com
In this survey article, the author describes different approaches to the valuation and risk
analysis of structured securities composed of heterogeneous individual loans. Such securities, …

[BOOK][B] Securitization: structuring and investment analysis

A Davidson, A Sanders, LL Wolff, A Ching - 2004 - books.google.com
A complete guide to securitization.* Analyzes leases, tax liens, and other new securitization
markets developing globally.* Contains exercises and examples taken from real transactions.…

[BOOK][B] Geometry and combinations of Chow forms

JP Dalbec - 1995 - search.proquest.com
UIVU Information Service Page 1 INFORMATION TO USERS The negative microfilm copy of
this dissertation was prepared and inspected by the school granting the degree. We are …

Implications of Merton Models for Corporate Bond Investors

W Phoa - … Bond Portfolio Management: Best Practices in …, 2012 - Wiley Online Library
As the popularity of structural credit risk models has grown—and particularly since Moody's
acquired KMV—some market participants have suggested that the widespread use of these …

VOLUME 19, NUMBER 4

HA Davis - Journal of Structured Finance, 2014 - search.proquest.com
… , Eknath Belbase calculates the implied guarantee fees the agencies are paying on those
securities, compares those implied g-fees with the g-fees the agencies are expected to charge …

[BOOK][B] Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty

A Davidson, A Levin - 2014 - books.google.com
Mortgage-backed securities (MBS) are among the most complex of all financial instruments.
Analysis of MBS requires blending empirical analysis of borrower behavior with the …

Securitizing structured settlement payment streams: a primer

S Sola, P Donahue - Journal of Structured Finance, 2012 - search.proquest.com
The term" structured settlement" refers to a broad category of financial resolutions between
an aggrieved party and a party deemed to be responsible (or their insurer). In a structured …