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An innovative form of credit enhancement for securitized reverse mortgages : Finding paths of cross‐over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: The Journal of Risk Finance 14 (2013) 4, pp. 414-431
Purpose – One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The purpose of this paper is to develop a model that determines paths of constant cross‐over points across any pairs of interest and inflation...
Persistent link: https://www.econbiz.de/10014901889
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An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal of Risk Finance 14 (2013) July, pp. 414-431
Purpose – One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The purpose of this paper is to develop a model that determines paths of constant cross-over points across any pairs of interest and inflation...
Persistent link: https://www.econbiz.de/10010691545
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An innovative form of credit enhancement for securitized reverse mortgages : finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 414-431
Persistent link: https://www.econbiz.de/10009788823
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Securitization of financial asset/liability products with longevity risk
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: Journal / The Capco Institute : journal of financial … 30 (2010), pp. 89-91
Persistent link: https://www.econbiz.de/10008938816
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The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
Stone, Charles A.; Zissu, Anne-Marie; Zissu, Anne-Marie - 2012 - 2. ed.
Persistent link: https://www.econbiz.de/10009660262
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The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
Stone, Charles A.; Zissu, Anne-Marie - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10002174963
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The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
Stone, Charles A.; Zissu, Anne - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10004784895
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The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities
Stone, Charles A.; Zissu, Anne - 2012 - 2. ed.
Persistent link: https://www.econbiz.de/10009655024
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Fund of fund securitizations
Stone, Charles A.; Zissu, Anne-Marie - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 62-68
Persistent link: https://www.econbiz.de/10002108952
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Securitization: the transformation of illiquid financial assets into liquid capital market securities : examples from the European market
Stone, Charles A.; Zissu, Anne-Marie - 2000
Persistent link: https://www.econbiz.de/10001525612