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Newsletter
Disintermediation marches on
Napoli, Janet; Baer, Herbert L. (1991-01)
Chicago Fed Letter , Issue Jan

Working Paper
The trust preferred CDO market: from start to (expected) finish
Hopkins, Michael; Cordell, Lawrence R.; Huang, Yilin (2011)
This paper investigates the development, issuance, structuring, and expected performance of the trust preferred securities collateralized debt obligation (TruPS CDO) market. Developed as a way to provide capital markets access to smaller banks, thrifts, insurance companies, and real estate investment trusts (REITs) by pooling the issuance of TruPS into marketable CDOs, the market grew to $60 billion of issuance from its inception in 2000 through its abrupt halt in 2007. As evidenced by rating agency downgrades, current performance, and estimates from the authors' own model, TruPS CDOs are ...
Working Papers , Paper 11-22

Working Paper
Securitization markets and central banking: an evaluation of the term asset-backed securities loan facility
Nelson, William R.; Campbell, Sean D.; Pence, Karen M.; Covitz, Daniel M. (2011)
In response to the near collapse of US securitization markets in 2008, the Federal Reserve created the Term Asset-Backed Securities Loan Facility, which offered non-recourse loans to finance investors' purchases of certain highly rated asset-backed securities. We study the effects of this program and find that it lowered interest rate spreads for some categories of asset-backed securities but had little impact on the pricing of individual securities. These findings suggest that the program improved conditions in securitization markets but did not subsidize individual securities. We also find ...
Finance and Economics Discussion Series , Paper 2011-16

Journal Article
Innovations and recent developments in mortgage-backed securities
Kwan, Simon H. (1996)
FRBSF Economic Letter

Journal Article
F.Y.I. going off the balance sheet
Murphy, Amelia A.; Johnson, Sylvester (1987-09)
Economic Review , Issue Sep , Pages 23-35

Journal Article
The securitization of lending markets
Booth, James R. (1989)
FRBSF Economic Letter

Speech
Reflections on the TALF and the Federal Reserve's role as liquidity provider
Sack, Brian P. (2010)
Remarks at the New York Association for Business Economics, New York City.
Speech , Paper 26

Conference Paper
Credit scoring and securitization of small business loans
Mester, Loretta J.; Elliehausen, Gregory E. (1999)
Proceedings , Paper 765

Conference Paper
The valuation cost approach to the theory of financial intermediation
Campbell, Tim S. (1987)
Proceedings , Paper 169

Journal Article
Assessing mortgage-backed securities challenges investors
anonymous (1991-01)
Economics Update , Issue Jan , Pages 1, 4

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