Profit and risk under subprime mortgage securitization
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Publication:659554
DOI10.1155/2011/849342zbMATH Open1230.91184OpenAlexW2053098826WikidataQ58655553 ScholiaQ58655553MaRDI QIDQ659554FDOQ659554
Authors: Juan-Miguel Gracia 
Publication date: 23 January 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/849342
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Cites Work
Cited In (10)
- Did bank capital regulation exacerbate the subprime mortgage crisis?
- Stochastic control of credit default insurance for subprime residential mortgage-backed securities
- Optimal mortgage loan securitization and the subprime crisis
- Basel III and the net stable funding ratio
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem
- Subprime risk and insurance with regret
- Profit and risk under subprime mortgage securitization
- Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
- Basel III and asset securitization
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