The role of securitization in mortgage renegotiation [PDF]
We study the effects of securitization on renegotiation of distressed residential mortgages over the current financial crisis. Unlike prior studies, we employ unique data that directly observe lender renegotiation actions and cover more than 60% of the U.
Douglas D. Evanoff +4 more
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The Risk Model of Traffic Engineering Investment and Financing by Artificial Intelligence. [PDF]
Comput Intell Neurosci, 2022 Wang S, Zhang W.
europepmc +1 more source
Longevity risks and capital markets: The 2010-2011 update [PDF]
This Special Issue of Geneva Papers on Risk and Insurance - Issues and Practice contains 10 contributions to the academic literature all dealing with longevity risk and capital markets.
Blake, David +3 more
core +1 more source
Longevity risk and capital markets: The 2009-2010 update [PDF]
This Special Issue of the North American Actuarial Journal contains ten contributions to the academic literature all dealing with longevity risk and capital markets.
Blake, David +3 more
core +1 more source
Why don't lenders renegotiate more home mortgages? redefaults, self-cures, and securitization [PDF]
We document the fact that servicers have been reluctant to renegotiate mortgages since the foreclosure crisis started in 2007, having performed payment-reducing modifications on only about 3 percent of seriously delinquent loans.
Kristopher Gerardi +2 more
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Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks [PDF]
, 2009 Credit default swaps (CDS) which constitute up to 98 of credit derivatives have had a unique, endemic and pernicious role to play in the current financial crisis. However, there are few in depth empirical studies of the financial network interconnections
Gatkowski, Mateusz +3 more
core +1 more source
Longevity Risk and Capital Markets: The 2015-16 Update [PDF]
, 2017 International ...
Blake, D. +3 more
core +1 more source
What explains differences in foreclosure rates? A response to Piskorski, Seru, and Vig [PDF]
, 2010 In this note we discuss the findings in Piskorski, Seru, and Vig (2010) as well as the authors' interpretation of their results. First, we find that small changes to the set of covariates used by Piskorski, Seru, and Vig significantly reduce the ...
Adelino, Manuel +2 more
core
Containing a firestorm: adaptive policies needed to address changing foreclosure landscape [PDF]
Like a wildfire leaving devastation in its path, the foreclosure crisis continues to wreak havoc on many families and communities throughout the Fourth District, especially in the largest urban areas.
Francisca Richter +3 more
core