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A proportional hazards model of commercial mortgage default with originator bias

Ciochetti, Brian A.; Deng, Yongheng; Lee, Gail; … - In: The journal of real estate finance and economics 27 (2003) 1, pp. 5-23

Persistent link: https://www.econbiz.de/10001763275

The termination of commercial mortgage contracts through prepayment and default : a proportional hazard approach with competing risk

Ciochetti, Brian A.; Deng, Yongheng; Yao, Rui - In: Real estate economics : journal of the American Real … 30 (2002) 4, pp. 595-633

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Local traits and securitized commercial mortgage default

An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 47 (2013) 4, pp. 787-813

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Model stability and the subprime mortgage crisis

An, Xudong; Deng, Yongheng; Rosenblatt, Eric; Yao, Wenxiong - In: The journal of real estate finance and economics 45 (2012) 3, pp. 545-568

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Breakeven determination of loan limits for reverse mortgages under information asymmetry

Pu, Ming; Fan, Gang-Zhi; Deng, Yongheng - In: The journal of real estate finance and economics 48 (2014) 3, pp. 492-521

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Spatial heterogeneity in mortgage terminantions by refinance, sale and default

Deng, Yongheng; Pavlov, Andrey D.; Yang, Lihong - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 739-764

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Risk-based pricing and the enhancement of mortgage credit availability among underserved and higher credit-risk populations

Deng, Yongheng; Gabriel, Stuart A. - In: Journal of money, credit and banking : JMCB 38 (2006) 6, pp. 1431-1460

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Mortage prepayment and default behavior with embedded forward contract risks in China's housing market

Deng, Yongheng; Liu, Peng - In: The journal of real estate finance and economics 38 (2009) 3, pp. 214-240

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What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)

An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 231-253

Persistent link: https://www.econbiz.de/10011475084

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-Backed Securities (CMBS)

An, Xudong - 2015

Subordination is designed to provide credit risk protection for senior commercial mortgage-backed securities (CMBS) tranches by allocating the initial credit losses to the more junior tranches. Subordination level should in theory reflect the underlying credit risk of the CMBS pool. In this...

Persistent link: https://www.econbiz.de/10013038442