Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 46 for “"Mortgage-backed Securities"”.
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Mortgage backed securities by Argentina : an implementation study
Thesis (M.S.)--Massachusetts Institute of Technology, Sloan School of Management, 1994.
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Mortgage-backed securities: models of prepayment, an analysis
… current literature on single family fixed rate mortgage prepayment estimation models and to determine a method to improve the estimation of mortgage prepayments for the purpose of projecting the cash flow from mortgage securities. Several prepayment methodologies and models were analyzed to find …
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Four Essays Investigating the U.S. Subprime Mortgage-Backed Securities Market
The U.S. subprime mortgage-backed securities market has attracted intense attention during and after the widespread financial turmoil of 2007-2009. Most commentators have reached a consensus that an underestimation of the risks associated with these products led to problems for the entire financial …
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Governance issues and default resolution in commercial mortgage backed securities
… value of the real estate asset securing the mortgage.
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A Monte-Carlo pricing model for commercial mortgage-backed securities
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1995.
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Determining the efficiency of the GNMA mortgage-backed securities market
… of the efficiency of the Government National Mortgage Association (GNMA) mortgage-backed securities market. GNMA securities represent a $702 billion market. Despite this size, the securities do not trade on an organized exchange. Trading on an organized exchange implies that a maximum amount …
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An empirical study of subordination levels in commercial mortgage backed securities
… or credit enhancement level of these securities has been on a downward trend since 1995. The thesis attempts to analyze the risk factors such as loan to value ratio, debt service coverage ratio, floating versus fixed rate, large and conduit deal types, as well as diversification …
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Single property commercial mortgage-backed securities : an analysis of the covenants
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Architecture, 1994.
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Commercial mortgage backed securities : can they survive the real estate recovery?
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1994.
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Rating agencies in the below investment grade commercial mortgage-backed securities market
As the assigners of credit ratings and subordination levels, rating agencies play a critical role in the whole CMBS market. In an effort to investigate their influence in this market, we analyzed the business models, industry structure and rating methodologies of rating agencies. In addition, their …
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The risk considerations of commercial mortgage backed securities : a comparison of three securities
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1995.
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The market for commercial mortgage-backed securities among life insurance companies and pension funds
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Architecture, 1994.
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Assessing the risk and relative value of commercial mortgage-backed securities issued in South Africa
… and multi-borrower/multi-property commercial mortgage-backed securities in South Africa and make investors aware of the potential pitfalls of investing in these new bond instruments.
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Analysis of distressed Commercial Mortgage backed Securities (CMBS) loans and special servicing : a case study
The outbreak of the COVID-19 pandemic in late 2019 has largely impacted the global economy by changing every aspect of our living environment with limited social and economic activities throughout 2020. This unprecedented economic downfall exposed real estate properties to high risk of default, …
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Examining issuance and pricing of Commercial Mortgage Backed Securities during the financial crisis of 2007-2009
Changes in the issuance of Commercial Mortgage Backed Securities are examined and contrasted with market events and policy action during the financial crisis of 2007-2009. Additionally, a sample of investment-grade Commercial Mortgage Backed Securities are separated by original rating and observed …
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An empirical investigation of commercial mortgage-backed securities pricing and the role of the rating agencies
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, September 1996 [first author]; and, (S.M.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, February 1997 [second author].
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The Canadian experience with mortgage-backed securities : an assessment of the 1980s and the outlook for the 1990s
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1990.
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Price discovery in commercial mortgage backed securities : what factors determine pricing at origination and after origination in the CMBS market
The commercial mortgage-backed securities (CMBS) market has vastly evolved over the last decade, but it remains a very private and proprietary market in comparison to other bond markets such as corporate or municipal bonds. The formation of CMBS data source providers such as Trepp and Intex in …
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Forecasting failure : a systems perspective on the fall of Countrywide Financial
… bleak due to their large stake in subprime mortgages. This effective failure of Countrywide Financial set off a chain of events that eventually ended up almost crippling the global economy in late 2008 into early 2009. It will be shown that the financial crisis hit the housing market hard in …
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Essays in Housing Markets
… officials’ promotion probabilities. For the US mortgage market, I leverage a unique dataset from Freddie Mac’s national mortgage lender survey to examine the effect of quantitative easing on mortgage-backed securities pricing and primary mortgage rates. I find that large-scale purchases of …
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