Cause and Effect: The Role of Loan-Level Mortgage Characteristics in RMBS Losses

被引：0

作者：

Lehman, David, II ^{[1
]}

Simpson, Tyler ^{[1
]}

Nedelciuc, Florin ^{[1
]}

机构：

[1] Asset Backed Solut, New York, NY 10017 USA

来源：

JOURNAL OF STRUCTURED FINANCE | 2011年 / 17卷 / 02期

关键词：

D O I：

10.3905/jsf.2011.17.2.114

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：114 / 125

页数：12

共 11 条

[1] Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset
Kim, Hyeongjun
Cho, Hoon
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[J]. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2018, 57 (04): : 647 - 676
[2] Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset
Hyeongjun Kim
Hoon Cho
Doojin Ryu
[J]. The Journal of Real Estate Finance and Economics, 2018, 57 : 647 - 676
[3] How Loan-Level Insight Can Lead the Way to Resolving the RMBS Crisis
Keane, Brendan T.
[J]. JOURNAL OF STRUCTURED FINANCE, 2011, 17 (03): : 10 - 18
[4] Prepayment behavior of China's mortgage borrowers: evidence from the loan-level data
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[J]. INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS, 2012, 5 (01) : 71 - 88
[5] Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages
Leo de Haan
Mauro Mastrogiacomo
[J]. De Economist, 2020, 168 : 453 - 473
[6] Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence from Dutch Residential Mortgages
de Haan, Leo
Mastrogiacomo, Mauro
[J]. ECONOMIST-NETHERLANDS, 2020, 168 (04): : 453 - 473
[7] Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets
Kelly, Robert
O'Toole, Conor
[J]. JOURNAL OF FINANCIAL STABILITY, 2018, 36 : 322 - 335
[8] Self-reporting under SEC Reg AB and transparency in securitization Evidence from loan-level disclosure of risk factors in RMBS deals
Mason, Joseph R.
Imerman, Michael B.
Lee, Hong
[J]. JOURNAL OF RISK FINANCE, 2014, 15 (04) : 334 - 384
[9] The effect of conforming loan status on mortgage yield spreads: A loan level analysis
Ambrose, BW
LaCour-Little, M
Sanders, AB
[J]. REAL ESTATE ECONOMICS, 2004, 32 (04) : 541 - 569
[10] THE EFFECT OF STATE FORECLOSURE LAWS ON LOAN LOSSES - EVIDENCE FROM THE MORTGAGE INSURANCE INDUSTRY
CLAURETIE, TM
HERZOG, T
[J]. JOURNAL OF MONEY CREDIT AND BANKING, 1990, 22 (02) : 221 - 233

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