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~isPartOf:"Staff Reports / Federal Reserve Bank of New York"
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Search: subject:"Mortgage-backed Securities"
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Mortgage-backed securities
5
Mortgages
4
Credit ratings
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Risk management
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Subprime mortgage
2
Financial crises
1
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agency mortgage-backed securities
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option-adjusted spreads
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Staff Reports / Federal Reserve Bank of New York
The journal of structured finance
150
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Working paper / National Bureau of Economic Research, Inc.
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The definitive guide to CDOs : market, application, valuation and hedging
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The journal of real estate finance and economics
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The handbook of mortgage-backed securities
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The handbook of European structured financial products
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
Understanding mortgage spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
Federal Reserve Bank of New York
-
2014
Spreads of agency
mortgage-backed
securities
(MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10011027234
Saved in:
2
Securitization and the fixed-rate mortgage
Fuster, Andreas
;
Vickery, James
-
Federal Reserve Bank of New York
-
2013
analysis compares the agency and nonagency
mortgage-backed-securities
(MBS) markets, exploiting the freeze in nonagency MBS …
Persistent link: https://www.econbiz.de/10010604287
Saved in:
3
The capital structure and governance of a mortgage securitization utility
Mosser, Patricia C.
;
Tracy, Joseph
;
Wright, Joshua
-
Federal Reserve Bank of New York
-
2013
We explore the capital structure and governance of a mortgage-insuring securitization utility operating with government reinsurance for systemic or “tail” risk. The structure we propose for the replacement of the GSEs focuses on aligning incentives for appropriate pricing and transfer of...
Persistent link: https://www.econbiz.de/10011027203
Saved in:
4
MBS ratings and the mortgage credit boom
Ashcraft, Adam
;
Goldsmith-Pinkham, Paul
;
Vickery, James
-
Federal Reserve Bank of New York
-
2010
We study credit ratings on subprime and Alt-A
mortgage-backed-securities
(MBS) deals issued between 2001 and 2007, the …
Persistent link: https://www.econbiz.de/10008493882
Saved in:
5
TBA trading and liquidity in the agency MBS market
Vickery, James
;
Wright, Joshua
-
Federal Reserve Bank of New York
-
2010
Most mortgages in the United States are securitized through the agency
mortgage-backed-securities
(MBS) market. These …
Persistent link: https://www.econbiz.de/10008643781
Saved in:
6
Understanding the securitization of subprime mortgage credit
Ashcraft, Adam B.
;
Schuermann, Til
-
Federal Reserve Bank of New York
-
2008
how rating agencies assign credit ratings to
mortgage-backed
securities
, and outline how these agencies monitor the …
Persistent link: https://www.econbiz.de/10005420548
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