FRB-Cleveland: Policy Discussion Papers (Topic)最新文献

筛选
英文 中文
Who Holds the Toxic Waste? An Investigation of CMO Holdings 谁持有有毒废物?对CMO控股的调查
FRB-Cleveland: Policy Discussion Papers (Topic) Pub Date : 2007-06-01 DOI: 10.2139/ssrn.1023688
Joseph G. Haubrich, Deborah J. Lucas
{"title":"Who Holds the Toxic Waste? An Investigation of CMO Holdings","authors":"Joseph G. Haubrich, Deborah J. Lucas","doi":"10.2139/ssrn.1023688","DOIUrl":"https://doi.org/10.2139/ssrn.1023688","url":null,"abstract":"“Toxic waste” refers to the riskiest derivative structures arising from collateralized mortgage obligations (CMOs). We use simulations to predict how this risk would manifest itself in various interest rate environments. We also look for evidence on the total dollar value of these securities, who holds them, and how much they hold. Very limited public information is available, but commercial banks are required to report on their holdings, and we investigate the extent to which the risk is concentrated in that sector.","PeriodicalId":153757,"journal":{"name":"FRB-Cleveland: Policy Discussion Papers (Topic)","volume":"81 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2007-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126631500","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信