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Oversight and due diligence : independent credit risk managers and trust oversight in RMBS transactions

D'Vari, Ron; Bryan, Andrea; Ali, Asim; Grogan, Michael - In: The journal of structured finance 20 (2014/15) 2, pp. 9-18

Persistent link: https://www.econbiz.de/10010405054

Value at risk estimates for Brady bond portfolios

D'Vari, Ron; Sosa, Juan C. - In: The journal of fixed income 10 (2000) 3, pp. 7-23

Persistent link: https://www.econbiz.de/10001549788

Treasury inflation protected securities : new perspectives on their significance to portfolios

D'Vari, Ron; Chugh, Lal C. - In: The journal of business and economic studies 9 (2003) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10001779205

What lies ahead : the challenges of securitizing non-qualifying mortgage loans

D'Vari, Ron; Bernstein, Timothy - In: The journal of structured finance 22 (2016/2017) 1, pp. 47-55

Persistent link: https://www.econbiz.de/10011487125

Investor reporting concerns

Bradley, Michael G.; D'Vari, Ron; Olds, Michele - In: The journal of structured finance 18 (2013) 4, pp. 166-187

Persistent link: https://www.econbiz.de/10010339925

Latest developments in mortgage analytics for investors

Dosaj, Raj; Bradley, Michael G.; Abraham, Dan; D'Vari, Ron - In: The journal of structured finance 18 (2013) 4, pp. 134-165

Persistent link: https://www.econbiz.de/10010339927

The Case for Economic Development Through Sovereign Investment : A Paradox of Scarcity?

Schena, Patrick J.; Braunstein, Juergen; Ali, Asim - In: Global Policy 9 (2018) 3, pp. 365-376

Persistent link: https://www.econbiz.de/10012086717

Persian Gulf-based SWFs and Financial Hubs in Bahrain, Dubai and Qatar

Ali, Asim; Al-Aswad, Shatha - In: World Economics 13 (2012) 3, pp. 109-126

Competitive branding between Bahrain, Qatar and UAE has occurred on different levels of investment through the medium of the Gulf State Sovereign Wealth Funds (SWFs). This has happened across a number of sectors: oil and gas, finance, real estate, automotive and entertainment, but Vision 2030...

Persistent link: https://www.econbiz.de/10011142256

VALUE AT RISK ESTIMATES FOR BRADY BOND PORTFOLIOS - Estimation of value at risk in the case of emerging market bonds is not straightforward for several reasons. This study addresses estimation of VaR statistics for Brady bond portfolios using several versions of the GARCH(1, 1) framework, which explicitly models time-varying volatility. In a hybrid approach univariate ARCH models are used jointly ...

D'Vari, Ron; Sosa, Juan C. - In: The journal of fixed income 10 (2000) 3, pp. 7-23

Persistent link: https://www.econbiz.de/10007175936

Treasury inflation protected securities : new perspectives on their significance to portfolios

D'Vari, Ron; Chugh, Lal C. - In: Journal of business and economic studies 9 (2003) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10009895211