The Journal of Structured Finance: 24 (3)

Fall 2018; Volume 24,Issue 3

Editor’s Letter

Open Access
Editor’s Letter
Mark Adelson

The Journal of Structured Finance Fall 2018, 24 (3) 1-2; DOI: https://doi.org/10.3905/jsf.2018.24.3.001

Machine Learning for Structured Finance

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Machine Learning for Structured Finance
Eric Kolchinsky

The Journal of Structured Finance Fall 2018, 24 (3) 7-25; DOI: https://doi.org/10.3905/jsf.2018.24.3.007

An Analysis of Large Bank Corporate Governance and Litigation Expenses

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An Analysis of Large Bank Corporate Governance and Litigation Expenses
John A. Ruddy, Murli Rajan, Iordanis Petsas and Vince Rocco

The Journal of Structured Finance Fall 2018, 24 (3) 27-37; DOI: https://doi.org/10.3905/jsf.2018.24.3.027

Correction Mechanisms Shall Set Us Free

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Correction Mechanisms Shall Set Us Free
Gene Phillips

The Journal of Structured Finance Fall 2018, 24 (3) 38-51; DOI: https://doi.org/10.3905/jsf.2018.24.3.038

Turning Around Distressed Project Finance Assets in India: What More Needs to Be Done?

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Turning Around Distressed Project Finance Assets in India: What More Needs to Be Done?
Vikas Srivastava and Surya Dashottar

The Journal of Structured Finance Fall 2018, 24 (3) 52-64; DOI: https://doi.org/10.3905/jsf.2018.1.068

T-Vasicek Credit Portfolio Loss Distribution

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T-Vasicek Credit Portfolio Loss Distribution
Joseph M. Pimbley

The Journal of Structured Finance Fall 2018, 24 (3) 65-78; DOI: https://doi.org/10.3905/jsf.2018.24.3.065

Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?

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Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?
Ezana Ceman and Francis Parisi

The Journal of Structured Finance Fall 2018, 24 (3) 79-88; DOI: https://doi.org/10.3905/jsf.2018.24.3.079

Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information

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Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information
Jon R. Hill

The Journal of Structured Finance Fall 2018, 24 (3) 89-98; DOI: https://doi.org/10.3905/jsf.2018.24.3.089

Life Settlement Value Profiles across Different Death Rate Distributions

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Life Settlement Value Profiles across Different Death Rate Distributions
Carlos E. Ortiz, Charles A. Stone and Anne Zissu

The Journal of Structured Finance Fall 2018, 24 (3) 100-110; DOI: https://doi.org/10.3905/jsf.2018.24.3.100

CLO Conference Notes 2018: from the Information Management Network 7th Annual Investors Conference on CLOs and Leveraged Loans

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CLO Conference Notes 2018: from the Information Management Network 7th Annual Investors Conference on CLOs and Leveraged Loans
Mark Adelson

The Journal of Structured Finance Fall 2018, 24 (3) 111-128; DOI: https://doi.org/10.3905/jsf.2018.1.065

Highlights from Global Capital

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Highlights from Global Capital
Max Adams

The Journal of Structured Finance Fall 2018, 24 (3) 129-137; DOI: https://doi.org/10.3905/jsf.2018.24.3.129

Highlights from Structured Finance Industry Group (SFIG)

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Highlights from Structured Finance Industry Group (SFIG)
The Journal of Structured Finance Fall 2018, 24 (3) 138-139; DOI: https://doi.org/10.3905/jsf.2018.24.3.138

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The Journal of Structured Finance

Table of Contents

Editor’s Letter

Machine Learning for Structured Finance

An Analysis of Large Bank Corporate Governance and Litigation Expenses

Correction Mechanisms Shall Set Us Free

Turning Around Distressed Project Finance Assets in India: What More Needs to Be Done?

T-Vasicek Credit Portfolio Loss Distribution

Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?

Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information

Life Settlement Value Profiles across Different Death Rate Distributions

CLO Conference Notes 2018: from the Information Management Network 7th Annual Investors Conference on CLOs and Leveraged Loans

Highlights from Global Capital

Highlights from Structured Finance Industry Group (SFIG)

Explore our content to discover more relevant research

In this issue

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Table of Contents

Editor’s Letter

Machine Learning for Structured Finance

An Analysis of Large Bank Corporate Governance and Litigation Expenses

Correction Mechanisms Shall Set Us Free

Turning Around Distressed Project Finance Assets in India: What More Needs to Be Done?

T-Vasicek Credit Portfolio Loss Distribution

Extreme Market Value Declines: How Well Do Rating Agency Assumptions Hold?

Shouldn’t a Model “Know” Its Own ID?: Banks Can Significantly Improve Their Model Discipline by Embedding One Critical Piece of Information

Life Settlement Value Profiles across Different Death Rate Distributions

CLO Conference Notes 2018: from the Information Management Network 7th Annual Investors Conference on CLOs and Leveraged Loans

Highlights from Global Capital

Highlights from Structured Finance Industry Group (SFIG)

Explore our content to discover more relevant research

In this issue

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