Search Results - subject:"CDOs"

Toxic asset subsidies and the early redemption of talf loans

Wilson, Linus - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-20

This paper develops a formula to numerically estimate the unsubsidized, fair-market value of the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these loans were on average 33.9 percent at origination. In contrast, by the 3rd quarter of the 2010, there was on...

Persistent link: https://www.econbiz.de/10013252762

Chief Digital Officer als Controller der digitalen Transformation : über Rollen, Aufgaben und Positionierung von Chief Digital Officers im öffentlichen Sektor

Lemmer, Kristina - In: Controlling : Zeitschrift für erfolgsorientierte … 36 (2024) 4, pp. 18-23

Persistent link: https://www.econbiz.de/10015073064

Highlights from global capital

Kang, Jennifer - In: The journal of structured finance 27 (2021) 2, pp. 63-72

Persistent link: https://www.econbiz.de/10012613497

Highlights from structured finance association (SFA)

In: The journal of structured finance 27 (2021) 2, pp. 73-83

Persistent link: https://www.econbiz.de/10012613498

Volatility dependent structured products

Dyachenko, Artem; Farkas, Walter; Rieger, Marc Oliver - In: The journal of investing : JOI 30 (2021) 2, pp. 53-60

Persistent link: https://www.econbiz.de/10012423040

Rebuilding the non-agency market : why modernizing data and reporting is critical

Verkhoglyad, Vadim; Rahbar, Perry - In: The journal of structured finance 26 (2021) 4, pp. 42-52

Persistent link: https://www.econbiz.de/10012423086

Increment variance reduction techniques with an application to multi-name credit derivatives

Rostan, Pierre; Rostan, Alexandra; Racicot, François-Éric - In: Computational economics 55 (2020) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10012222571

The front men of Wall Street : the role of CDO collateral managers in the CDO boom and bust

Chernenko, Sergey - 2016

I study the incentives of the collateral managers who selected securities for ABS CDOs-securitizations that figured … management assignments. Diversified managers that did assemble CDOs suffered negative reputational consequences during the crisis …

Persistent link: https://www.econbiz.de/10011772261

Mortgage modifications for government loans : new tools needed for a higher rate environment

Goodman, Laurie Sharon; Kaul, Karan - In: The journal of structured finance 25 (2019) 2, pp. 35-44

Persistent link: https://www.econbiz.de/10012125663

The front men of Wall Street : the role of CDO collateral managers in the CDO boom and bust

Chernenko, Sergey - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 1893-1936

Persistent link: https://www.econbiz.de/10011764324