Home equity release for long-term care financing: an improved market structure and pricing approach

D Andrews, J Oberoi - Annals of Actuarial Science, 2015 - cambridge.org
Home equity release products have been promoted as a potential solution to residential
long-term care costs for the elderly. Lower than expected utilisation of home equity release …

Investment performance of credit risk transfer securities (crts): The early evidence

C Gao, JJ McConnell - The Journal of Fixed Income, 2018 - search.proquest.com
Credit risk transfer (CRT) securities were introduced by Fannie Mae and Freddie Mac in
2013. As of the end of 2017, in combination, the two government sponsored housing …

Corporate raiders at the gates of Germany? Value drivers in buyout transactions

F Söffge, R Braun - The Journal of Private Equity, 2017 - JSTOR
In this article, the German-speaking countries in Europe (DACH) are treated as a distinct
economic region. We analyze a proprietary sample of deal level data for 123 leveraged …

Stacr and cas: What they tell us

E Belbase - Journal of Structured Finance, 2014 - search.proquest.com
In this article, we look at what the execution of Freddie Mac's Structured Agency Credit Risk
(STACR) and Fannie Mae's Connecticut Avenue Securities (CAS) tell us about guarantee …

[PDF][PDF] Credit Risk Transfer and the Pricing of Mortgage Default Risk

D Wang, X Wu, H Ye - 2020 - abfer.org
In response to Fannie Mae's and Freddie Mac's rapidly mounting default losses and rising
funding costs during the financial crisis of 2007-8, federal regulators placed the GSEs 1 into …

Asset-Backed CDSs

CL Culp, A van der Merwe, BJ Stärkle, CL Culp… - Credit Default Swaps …, 2018 - Springer
Abstract Credit default swaps (“CDSs”) based on asset-backed securities (“ABSs”)(including
residential mortgage-backed securities (“RMBSs”), home equity loan-based ABSs, and …

Credit Risk Transfers: Investor and GSE Perspectives

S Anderson, J Jozwik - The Journal of Structured Finance, 2014 - jsf.pm-research.com
In 2013, the government-sponsored enterprises (GSEs) began issuing credit risk transfer
(CRT) transactions in order to transfer some of the credit risk on the mortgages they were …