The Role of ABS CDOs in the Financial Crisis
Larry Cordell, Greg Feldberg and Danielle Sass
The Journal of Structured Finance Summer 2019, 25 (2) 10-27; DOI: https://doi.org/10.3905/jsf.2019.1.072
Larry Cordell
is a senior vice president in the Supervision Regulation and Credit (SRC) Department at the Federal Reserve Bank of Philadelphia, in Philadelphia, PA
Greg Feldberg
is a research scholar at the Yale School of Management and Director of Research for the Yale Program on Financial Stability in New Haven, CT
Danielle Sass
is a PhD candidate in the Statistics Department at the University of Illinois in Urbana-Champaign, IL
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In this issue
The Journal of Structured Finance
Vol. 25, Issue 2
Summer 2019
The Role of ABS CDOs in the Financial Crisis
Larry Cordell, Greg Feldberg, Danielle Sass
The Journal of Structured Finance Jul 2019, 25 (2) 10-27; DOI: 10.3905/jsf.2019.1.072
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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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