A note on the subprime mortgage crisis : dynamic modelling of bank leverage profit under loan securitization
Year of publication: |
2010
|
---|---|
Authors: | Petersen, Mark A. ; Mulaudzi, Mmboniseni P. ; Mukuddem-Petersen, Janine ; Schoeman, Ilse M. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 13/15, p. 1469-1474
|
Subject: | Subprime-Krise | Subprime financial crisis | Finanzkrise | Financial crisis | Bank | Gewinn | Profit | Kapitalstruktur | Capital structure | Kreditsicherung | Collateral | Theorie | Theory |
-
Collateralization, Leverage, and Stressed Expected Loss
Jondeau, Eric, (2017)
-
Can Islamic injunctions indemnify the structural flaws of securitized debt?
Ebrahim, Muhammed Shahid, (2016)
-
Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi, (2012)
- More ...
-
Optimal mortgage loan securitization and the subprime crisis
Mukuddem-Petersen, Janine, (2010)
-
The banking crisis and its risks : commercial mortgage-backed securities
Petersen, Mark A., (2011)
-
Optimal allocation between bank loans and treasuries with regret
Mulaudzi, Mmboniseni P., (2008)
- More ...