Initial yields on both AAA-rated and non-AAA rated mortgage-backed security (MBS) tranches sold by large issuers are …

We examine whether rating agencies (Moody's, S&P, and Fitch) reward large issuers of mortgage-backed securities, who …

mortgage-backed securities? During a credit boom revolving around the securitization of West-Indian plantation-mortgages in the … retained 17.5 percent more of their value during the subsequent bust, which is largely explained by better mortgage …

businesses, came to a near halt. Investors in this market abandoned not only the residential mortgage-backed securities that … strong performance, and commercial mortgage-backed securities (CMBS). Also, the unprecedented widening of spreads for these …

centrality on ex post deal performance using a comprehensive sample of commercial mortgage-backed securities (CMBS) placed in …