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Advanced Search Results For "MORTGAGE-backed securities"

1 - 10 of 45,628 results for
 "MORTGAGE-backed securities"
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Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; Aug2022, Vol. 35 Issue 8, p3574-3616, 43p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Valuation of mortgage pass-through securities with partial prepayment risk.

Publication Type:Academic Journal

Source(s):Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 15, p5124-5145. 22p.

Abstract:We develop a valuation model for mortgage pass-through securities with partial prepayment risk using an intensity-based approach. For the single mortgage contract in a given pool of mortgage loans, the ratio of prepayment amount to outstanding principa...

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MBS Meltdown Imminent (Again) and CLO Bubble: Hedge Funds Short on Malls’ CMBS Bonds Just the Beginning of Signs of Distress as the End of the “Easy Money” Era Will Add Pressure to the CMBS and CLO Bubbles.

Publication Type:Periodical

Source(s):Investment Lawyer. Aug2022, Vol. 29 Issue 8, p15-19. 5p.

Abstract:The article presents the discussion on 2008 financial crisis showing the looming crash in mortgage-backed securities (MBS). Topics include commercial landlords Blackstone and Brookfield's recent defaults on CMBS bonds signalling an imminent crash for c...

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Mortgage Securitization and Shadow Bank Lending.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. May2021, Vol. 34 Issue 5, p2236-2274. 39p.

Abstract:We show how securitization affects the size of the nonbank lending sector through a novel price-based channel. We identify the channel using a regulatory spillover shock to the cross-section of mortgage-backed security prices: the U.S. liquidity covera...

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Earn Up to 10% on Your Money. (cover story)

Publication Type:Periodical

Source(s):Kiplinger's Personal Finance. Jun2021, Vol. 75 Issue 6, p20-30. 9p. 4 Color Photographs.

Abstract:3%-4% HIGH-YIELD BONDS High-yield "junk" bonds are issued by companies with below-investment-grade ratings. PGIM HIGH YIELD (PHYZX, 4.1%), which focuses on higher-rated junk (that is, bonds rated double- and single-B), has placed in the top performance...

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Safe Collateral, Arm's-Length Credit: Evidence from the Commercial Real Estate Market.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Nov2020, Vol. 33 Issue 11, p5173-5211. 39p.

Abstract:Two main creditors exist in commercial real estate: arm's-length investors and banks. We model commercial mortgage-backed securities (CMBS) as the less informed source of credit. In equilibrium, these investors fund properties with a low probability of...

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Informational Efficiency in Securitization after Dodd-Frank.

Publication Type:Academic Journal

Source(s):Review of Financial Studies. Nov2020, Vol. 33 Issue 11, p5131-5172. 42p.

Abstract:We analyze how Dodd-Frank-mandated risk retention affects the information investors extract from issuers' retention choices in the CMBS market. We show that the required retention level is both binding and stringent. Although this implies issuers canno...

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HAZLITT, HAYEK AND HOW THE FED MADE ITSELF INTO TH E WORLD'S BIGGEST SAVINGS AND LOAN.

Publication Type:Academic Journal

Source(s):Quarterly Journal of Austrian Economics. Spring2022, Vol. 25 Issue 1, p147-162. 16p.

Abstract:The article informs about a lecture given by Alex J. Pollock, a Senior Fellow at the Mises Institute on the topic "Hazlitt, Hayek and How the Fed Made Itself into the World's Biggest Savings and Loan". Topics include developments in the history of Amer...

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