全球金融危机前的风险敞口与证券化商业抵押贷款定价

IF 1.8 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2025-10-08 DOI:10.1016/j.econlet.2025.112653

Nathan Godin , Akos Horvath , Xingliang Ma , Jacob S. Sagi

引用次数: 0

摘要

我们发现，在全球金融危机前，用于配售商业抵押贷款支持证券信托的抵押贷款的定价并不显著取决于此类信托的非投资级部分是否在发行后不久出售给抵押债务义务池。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Skin in the game and securitized commercial mortgage pricing before the Global Financial Crisis

We find that the pre-Global Financial Crisis pricing of mortgages originated for placement into commercial mortgage-backed security trusts did not meaningfully depend on whether non-investment grade tranches of such trusts were sold soon after issuance into collateralized debt obligation pools.

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.