Insolvency, trigger events, and consumer risk posture in the theory of single-family mortgage default
P Elmer, S Seelig - Journal of Housing Research, 1999 - Taylor & Francis
This article integrates the concepts of insolvency, trigger events, and consumer risk posture
into the theory of single-family mortgage default. It presents a traditional consumer-or choice …
into the theory of single-family mortgage default. It presents a traditional consumer-or choice …
A preliminary look at gains from asset securitization
H Thomas - Journal of International Financial Markets, Institutions …, 1999 - Elsevier
This paper conducts tests of stockholder and bondholder wealth changes upon the
securitization of non-government guaranteed assets for 236 transactions during the years …
securitization of non-government guaranteed assets for 236 transactions during the years …
Method and system for managing a mortgage-backed securities index
D Rios, M Ruppel - US Patent 7,353,198, 2008 - Google Patents
A system and method for generating and managing a generic mortgage-backed securities
index. Bonds are selected for the index on a monthly basis. In order to determine which …
index. Bonds are selected for the index on a monthly basis. In order to determine which …
[BOOK][B] A Choice-theoretic Model of Single Family Mortgage Default
PJ Elmer - 1997 - archive.fdic.gov
A choice-theoretic model of single-family mortgage default has been developed in
environments in which put option models do not apply. Such environments can be found in …
environments in which put option models do not apply. Such environments can be found in …
[PDF][PDF] FDIC Working Paper 97-1
PJ Elmer - fdic.gov
A choice-theoretic model of single-family mortgage default has been developed in
environments in which put option models do not apply. Such environments can be found in …
environments in which put option models do not apply. Such environments can be found in …
[CITATION][C] What's in a Rating? Agency Approaches to Analyzing MBS
A Goldstein - The Journal of Fixed Income, 1996 - pm-research.com
R mous size of the MBS market, one might assume uniform industrywide standards would
be developed for rating MBS transactions. Instead, divergent philosophies among the rating …
be developed for rating MBS transactions. Instead, divergent philosophies among the rating …