The Role of ABS CDOs in the Financial Crisis
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- Article
- Abstract
- NONPRIME RISK TRANSMITTED THROUGH PLMBS
- HOW THE SECURITIZATION PROCESS CONCENTRATED AND MAGNIFIED PLMBS LOSSES IN ABS CDOs
- HOW BIG WERE ABS CDO LOSSES AND WHO HELD THE ABS CDO RISK?
- MODEL RISK: WHAT WENT SO WRONG WITH ABS CDO MODELS?
- MORTGAGE RISK TRANSMITTED THROUGH THE FINANCIAL SYSTEM BY LEVERAGE
- CONCLUSIONS AND LESSONS LEARNED
- ADDITIONAL READING
- ACKNOWLEDGMENTS
- APPENDIX A
- APPENDIX B
- ENDNOTES
- REFERENCES
- Supplemental
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