DEFAULT RATES ON STRUCTURED FINANCE SECURITIES - In this article, the authors attempt to determine historical default rates for structured finance assets: Asset-backed securities, commercial mortgage-backed securities, and residential mortgage-backed securities. They focus on triple B rated residential B&C tranches that make up a great percentage of the collateral in many structured finance-backed ...
| Year of publication: |
2004
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| Authors: | Lucas, Douglas J. ; Goodman, Laurie S. ; Fabozzi, Frank J. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 14.2004, 2, p. 44-53
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