The Economics of Structured Finance

Author:

Coval Joshua D.,Jurek Jakub W.,Stafford Erik

Publisher

Elsevier BV

Reference41 articles.

1. Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence

2. Understanding the Securitization of Subprime Mortgage Credit

3. Credit Risk Transfer; developments from;Bank of International Settlements, Basel Committee on Banking Supervision, The Joint Forum,2005

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