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Black box casino [[electronic resource] ] : how Wall Street's risky shadow banking crashed global finance / / Robert Stowe England
| Black box casino [[electronic resource] ] : how Wall Street's risky shadow banking crashed global finance / / Robert Stowe England |
| Autore | England Robert Stowe |
| Pubbl/distr/stampa | Santa Barbara, Calif., : Praeger, c2011 |
| Descrizione fisica | 1 online resource (262 p.) |
| Disciplina | 332.042 |
| Soggetto topico |
Financial crises - United States
Global Financial Crisis, 2008-2009 Investment banking - United States Mortgage-backed securities - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-25559-6
9786613255594 0-313-39290-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; Acknowledgments; 1 The Mortgage Meltdown; 2 The Panic of 2007; 3 Seeds of the Disaster; 4 The Race to the Bottom; 5 The Rise of Private Label; 6 Wall Street's Subprime CDO Mania; 7 Fast Money and High Stakes; 8 American International Group; 9 Bear Stearns; 10 Fannie and Freddie; 11 Lehman Brothers; 12 The Panic of 2008; Glossary; Notes; Index |
| Record Nr. | UNINA-9910456959603321 |
England Robert Stowe
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| Santa Barbara, Calif., : Praeger, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Broken dreams in the Poconos : the response of the secondary markets and implications for federal legislation : field hearing before the Subcommittee on Capital Markets, Insurance and Government Sponsored Entereprises [sic] of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eighth Congress, second session, June 14, 2004
| Broken dreams in the Poconos : the response of the secondary markets and implications for federal legislation : field hearing before the Subcommittee on Capital Markets, Insurance and Government Sponsored Entereprises [sic] of the Committee on Financial Services, U.S. House of Representatives, One Hundred Eighth Congress, second session, June 14, 2004 |
| Soggetto topico |
Mortgage-backed securities - United States
Real property - Valuation - United States Secondary mortgage market - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Broken dreams in the Poconos |
| Record Nr. | UNINA-9910689880203321 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Covered bonds [[electronic resource] ] : potential uses and regulatory issues : hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Eleventh Congress, second session ... September 15, 2010
| Covered bonds [[electronic resource] ] : potential uses and regulatory issues : hearing before the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Eleventh Congress, second session ... September 15, 2010 |
| Pubbl/distr/stampa | Washington : , : U.S. G.P.O., , 2011 |
| Descrizione fisica | 1 online resource (iii, 198 pages) : illustrations |
| Collana | S. hrg. |
| Soggetto topico |
Covered bonds - United States
Mortgage-backed securities - United States Asset-backed financing - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Covered bonds |
| Record Nr. | UNINA-9910700594903321 |
| Washington : , : U.S. G.P.O., , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Covered bonds [[electronic resource] ] : prospects for a U.S. market going forward : hearing before the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, first session, December 15, 2009
| Covered bonds [[electronic resource] ] : prospects for a U.S. market going forward : hearing before the Committee on Financial Services, U.S. House of Representatives, One Hundred Eleventh Congress, first session, December 15, 2009 |
| Pubbl/distr/stampa | Washington : , : U.S. G.P.O., , 2010 |
| Descrizione fisica | 1 online resource (iii, 80 pages) : illustrations |
| Soggetto topico |
Bonds - United States
Mortgage-backed securities - United States Asset-backed financing - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Covered bonds |
| Record Nr. | UNINA-9910702923803321 |
| Washington : , : U.S. G.P.O., , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Developments in collateralized debt obligations [[electronic resource] ] : new products and insights / / Douglas J. Lucas ... [et al.]
| Developments in collateralized debt obligations [[electronic resource] ] : new products and insights / / Douglas J. Lucas ... [et al.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2007 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina | 332.6323 |
| Altri autori (Persone) | LucasDouglas J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Asset-backed financing
Debt Mortgage-backed securities - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-19776-7
1-280-85546-0 9786610855469 0-470-15139-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Developments in Collateralized Debt Obligations; Contents; Preface; ACKNOWLEDGMENTS; About the Authors; Part I: Introduction; Chapter 1: Review of Collateralized Debt Obligations; Understanding CDOs; CASH FLOW CDOs; Synthetic Arbitrage CDOs; Conclusion; Chapter 2: Impact of CDOs on Collateral Markets; COLLATERALIZED LOAN OBLIGATIONS AND THE HIGH-YIELD BANK LOAN MARKET; STRUCTURED FINANCE CDOs AND THE MEZZANINE MORTGAGE ABS MARKET; TRUST-PREFERRED SECURITIES CDOs AND THEIR COLLATERAL MARKET; CONCLUSION; Chapter 3: CDO Rating Experience; CDO RATING DOWNGRADE DATA
CDO AND TRANCHE RATING DOWNGRADE FREQUENCYCDO DOWNGRADE PATTERNS; WHY DOWNGRADE PATTERNS?; DOWNGRADE SEVERITY; EXTREME RATING DOWNGRADES; CDO "DEFAULTS" AND NEAR "DEFAULTS"; SUMMARY; Part II: Developments in Synthetic CDOs; Chapter 4: ABS CDO Collateral Choices: Cash, ABCDS, and the ABX; GROWTH OF THE SUBPRIME SYNTHETIC MARKET; IMPORTANCE OF ABCDS TO CDO MANAGERS; ABCDS; THE ABX INDEX; FUNDAMENTAL CONTRACTUAL DIFFERENCES-SINGLE-NAME ABCDS/ABX INDEX/CASH; SUPPLY/DEMAND TECHNICALS; WHAT KEEPS THE ARBITRAGE FROM GOING AWAY?; BOTTOM LINE-BUYERS VERSUS SELLERS THE CASH/ABCDS BASIS AND THE CDO ARBITRAGESINGLE-NAME ABCDS VERSUS ABX IN CDOs; SUMMARY; Chapter 5: Hybrid Assets in an ABS CDO; CORPORATE CDS AND ABCDS; ADVANTAGES OF HYBRID ASSETS IN AN ABS CDO; ILLUSTRATIVE HYBRID ABS CDO STRUCTURE; CASH FLOW CHALLENGES; CONCLUSIONS; Chapter 6: Synthetic CDO Ratings; TESTS OF INDEX PORTFOLIOS; AAA RATINGS AND EXPECTED LOSS VERSUS DEFAULT PROBABILITY; BARBELL PORTFOLIOS; SUMMARY; Chapter 7: Credit Default Swaps on CDOs; CDO CDS NOMENCLATURE; CDO CREDIT PROBLEMS AND THEIR CONSEQUENCES; ALTERNATIVE INTEREST CAP OPTIONS; MISCELLANEOUS TERMS CASH CDO VERSUS CDO CDSEXITING A CDO CDS; RATING AGENCY CONCERNS ON CDOS THAT SELL PROTECTION VIA CDO CDS; SUMMARY; Part III: Emerging CDO Products; Chapter 8: Trust-Preferred CDOs; TRUST-PREFERRED SECURITIES; OTHER TruPS CDO ASSETS; TruPS CDO ISSUANCE; BANK TruPS PREPAYMENTS AND NEW CDO ISSUANCE; TruPS CDO STRUCTURE; ASSUMPTIONS USED BY RATING AGENCIES; TruPS CDO PERFORMANCE; TruPS ISSUERS AND ISSUES; SUMMARY; Chapter 9: Commercial Real Estate Primer; LOAN ORIGINATION; PROPERTY-LEVEL LOANS; COMMERCIAL MORTGAGE-BACKED SECURITIES; REIT SECURITIES; EVALUATING CREL AND CMBS CREL HISTORICAL PERFORMANCECMBS HISTORICAL PERFORMANCE; SUMMARY; Chapter 10: Commercial Real Estate CDOs; CRE CDO DEFINED; MARKET TRENDS; CRE FINANCE BEFORE CDOs; TYPES OF CRE CDOs; CRE CDO PERFORMANCE; INVESTORS; CRE CDO CREDIT ANALYSIS; RATING CRE CDOs; SUMMARY; Chapter 11: CRE CDO Relative Value Methodology; WHOLE LOAN CREL CDOs VERSUS HIGH-YIELD CLOs; INVESTMENT-GRADE CMBS CDOs VERSUS MEZZANINE STRUCTURED FINANCE CDOs; RELATIVE VALUE AMONG CRE CDOs; SUMMARY; Part IV: Other CDO Topics; Chapter 12: Rating Agency Research on CDOs USING RATING WATCHES AND OUTLOOKS TO IMPROVE THE DEFAULT PREDICTION POWER OF RATINGS |
| Record Nr. | UNINA-9910143731803321 |
| Hoboken, N.J., : Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developments in collateralized debt obligations [[electronic resource] ] : new products and insights / / Douglas J. Lucas ... [et al.]
| Developments in collateralized debt obligations [[electronic resource] ] : new products and insights / / Douglas J. Lucas ... [et al.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2007 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina | 332.6323 |
| Altri autori (Persone) | LucasDouglas J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Asset-backed financing
Debt Mortgage-backed securities - United States |
| ISBN |
1-119-19776-7
1-280-85546-0 9786610855469 0-470-15139-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Developments in Collateralized Debt Obligations; Contents; Preface; ACKNOWLEDGMENTS; About the Authors; Part I: Introduction; Chapter 1: Review of Collateralized Debt Obligations; Understanding CDOs; CASH FLOW CDOs; Synthetic Arbitrage CDOs; Conclusion; Chapter 2: Impact of CDOs on Collateral Markets; COLLATERALIZED LOAN OBLIGATIONS AND THE HIGH-YIELD BANK LOAN MARKET; STRUCTURED FINANCE CDOs AND THE MEZZANINE MORTGAGE ABS MARKET; TRUST-PREFERRED SECURITIES CDOs AND THEIR COLLATERAL MARKET; CONCLUSION; Chapter 3: CDO Rating Experience; CDO RATING DOWNGRADE DATA
CDO AND TRANCHE RATING DOWNGRADE FREQUENCYCDO DOWNGRADE PATTERNS; WHY DOWNGRADE PATTERNS?; DOWNGRADE SEVERITY; EXTREME RATING DOWNGRADES; CDO "DEFAULTS" AND NEAR "DEFAULTS"; SUMMARY; Part II: Developments in Synthetic CDOs; Chapter 4: ABS CDO Collateral Choices: Cash, ABCDS, and the ABX; GROWTH OF THE SUBPRIME SYNTHETIC MARKET; IMPORTANCE OF ABCDS TO CDO MANAGERS; ABCDS; THE ABX INDEX; FUNDAMENTAL CONTRACTUAL DIFFERENCES-SINGLE-NAME ABCDS/ABX INDEX/CASH; SUPPLY/DEMAND TECHNICALS; WHAT KEEPS THE ARBITRAGE FROM GOING AWAY?; BOTTOM LINE-BUYERS VERSUS SELLERS THE CASH/ABCDS BASIS AND THE CDO ARBITRAGESINGLE-NAME ABCDS VERSUS ABX IN CDOs; SUMMARY; Chapter 5: Hybrid Assets in an ABS CDO; CORPORATE CDS AND ABCDS; ADVANTAGES OF HYBRID ASSETS IN AN ABS CDO; ILLUSTRATIVE HYBRID ABS CDO STRUCTURE; CASH FLOW CHALLENGES; CONCLUSIONS; Chapter 6: Synthetic CDO Ratings; TESTS OF INDEX PORTFOLIOS; AAA RATINGS AND EXPECTED LOSS VERSUS DEFAULT PROBABILITY; BARBELL PORTFOLIOS; SUMMARY; Chapter 7: Credit Default Swaps on CDOs; CDO CDS NOMENCLATURE; CDO CREDIT PROBLEMS AND THEIR CONSEQUENCES; ALTERNATIVE INTEREST CAP OPTIONS; MISCELLANEOUS TERMS CASH CDO VERSUS CDO CDSEXITING A CDO CDS; RATING AGENCY CONCERNS ON CDOS THAT SELL PROTECTION VIA CDO CDS; SUMMARY; Part III: Emerging CDO Products; Chapter 8: Trust-Preferred CDOs; TRUST-PREFERRED SECURITIES; OTHER TruPS CDO ASSETS; TruPS CDO ISSUANCE; BANK TruPS PREPAYMENTS AND NEW CDO ISSUANCE; TruPS CDO STRUCTURE; ASSUMPTIONS USED BY RATING AGENCIES; TruPS CDO PERFORMANCE; TruPS ISSUERS AND ISSUES; SUMMARY; Chapter 9: Commercial Real Estate Primer; LOAN ORIGINATION; PROPERTY-LEVEL LOANS; COMMERCIAL MORTGAGE-BACKED SECURITIES; REIT SECURITIES; EVALUATING CREL AND CMBS CREL HISTORICAL PERFORMANCECMBS HISTORICAL PERFORMANCE; SUMMARY; Chapter 10: Commercial Real Estate CDOs; CRE CDO DEFINED; MARKET TRENDS; CRE FINANCE BEFORE CDOs; TYPES OF CRE CDOs; CRE CDO PERFORMANCE; INVESTORS; CRE CDO CREDIT ANALYSIS; RATING CRE CDOs; SUMMARY; Chapter 11: CRE CDO Relative Value Methodology; WHOLE LOAN CREL CDOs VERSUS HIGH-YIELD CLOs; INVESTMENT-GRADE CMBS CDOs VERSUS MEZZANINE STRUCTURED FINANCE CDOs; RELATIVE VALUE AMONG CRE CDOs; SUMMARY; Part IV: Other CDO Topics; Chapter 12: Rating Agency Research on CDOs USING RATING WATCHES AND OUTLOOKS TO IMPROVE THE DEFAULT PREDICTION POWER OF RATINGS |
| Record Nr. | UNINA-9910830610403321 |
| Hoboken, N.J., : Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developments in collateralized debt obligations [[electronic resource] ] : new products and insights / / Douglas J. Lucas ... [et al.]
| Developments in collateralized debt obligations [[electronic resource] ] : new products and insights / / Douglas J. Lucas ... [et al.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2007 |
| Descrizione fisica | 1 online resource (305 p.) |
| Disciplina | 332.6323 |
| Altri autori (Persone) | LucasDouglas J |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Asset-backed financing
Debt Mortgage-backed securities - United States |
| ISBN |
1-119-19776-7
1-280-85546-0 9786610855469 0-470-15139-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Developments in Collateralized Debt Obligations; Contents; Preface; ACKNOWLEDGMENTS; About the Authors; Part I: Introduction; Chapter 1: Review of Collateralized Debt Obligations; Understanding CDOs; CASH FLOW CDOs; Synthetic Arbitrage CDOs; Conclusion; Chapter 2: Impact of CDOs on Collateral Markets; COLLATERALIZED LOAN OBLIGATIONS AND THE HIGH-YIELD BANK LOAN MARKET; STRUCTURED FINANCE CDOs AND THE MEZZANINE MORTGAGE ABS MARKET; TRUST-PREFERRED SECURITIES CDOs AND THEIR COLLATERAL MARKET; CONCLUSION; Chapter 3: CDO Rating Experience; CDO RATING DOWNGRADE DATA
CDO AND TRANCHE RATING DOWNGRADE FREQUENCYCDO DOWNGRADE PATTERNS; WHY DOWNGRADE PATTERNS?; DOWNGRADE SEVERITY; EXTREME RATING DOWNGRADES; CDO "DEFAULTS" AND NEAR "DEFAULTS"; SUMMARY; Part II: Developments in Synthetic CDOs; Chapter 4: ABS CDO Collateral Choices: Cash, ABCDS, and the ABX; GROWTH OF THE SUBPRIME SYNTHETIC MARKET; IMPORTANCE OF ABCDS TO CDO MANAGERS; ABCDS; THE ABX INDEX; FUNDAMENTAL CONTRACTUAL DIFFERENCES-SINGLE-NAME ABCDS/ABX INDEX/CASH; SUPPLY/DEMAND TECHNICALS; WHAT KEEPS THE ARBITRAGE FROM GOING AWAY?; BOTTOM LINE-BUYERS VERSUS SELLERS THE CASH/ABCDS BASIS AND THE CDO ARBITRAGESINGLE-NAME ABCDS VERSUS ABX IN CDOs; SUMMARY; Chapter 5: Hybrid Assets in an ABS CDO; CORPORATE CDS AND ABCDS; ADVANTAGES OF HYBRID ASSETS IN AN ABS CDO; ILLUSTRATIVE HYBRID ABS CDO STRUCTURE; CASH FLOW CHALLENGES; CONCLUSIONS; Chapter 6: Synthetic CDO Ratings; TESTS OF INDEX PORTFOLIOS; AAA RATINGS AND EXPECTED LOSS VERSUS DEFAULT PROBABILITY; BARBELL PORTFOLIOS; SUMMARY; Chapter 7: Credit Default Swaps on CDOs; CDO CDS NOMENCLATURE; CDO CREDIT PROBLEMS AND THEIR CONSEQUENCES; ALTERNATIVE INTEREST CAP OPTIONS; MISCELLANEOUS TERMS CASH CDO VERSUS CDO CDSEXITING A CDO CDS; RATING AGENCY CONCERNS ON CDOS THAT SELL PROTECTION VIA CDO CDS; SUMMARY; Part III: Emerging CDO Products; Chapter 8: Trust-Preferred CDOs; TRUST-PREFERRED SECURITIES; OTHER TruPS CDO ASSETS; TruPS CDO ISSUANCE; BANK TruPS PREPAYMENTS AND NEW CDO ISSUANCE; TruPS CDO STRUCTURE; ASSUMPTIONS USED BY RATING AGENCIES; TruPS CDO PERFORMANCE; TruPS ISSUERS AND ISSUES; SUMMARY; Chapter 9: Commercial Real Estate Primer; LOAN ORIGINATION; PROPERTY-LEVEL LOANS; COMMERCIAL MORTGAGE-BACKED SECURITIES; REIT SECURITIES; EVALUATING CREL AND CMBS CREL HISTORICAL PERFORMANCECMBS HISTORICAL PERFORMANCE; SUMMARY; Chapter 10: Commercial Real Estate CDOs; CRE CDO DEFINED; MARKET TRENDS; CRE FINANCE BEFORE CDOs; TYPES OF CRE CDOs; CRE CDO PERFORMANCE; INVESTORS; CRE CDO CREDIT ANALYSIS; RATING CRE CDOs; SUMMARY; Chapter 11: CRE CDO Relative Value Methodology; WHOLE LOAN CREL CDOs VERSUS HIGH-YIELD CLOs; INVESTMENT-GRADE CMBS CDOs VERSUS MEZZANINE STRUCTURED FINANCE CDOs; RELATIVE VALUE AMONG CRE CDOs; SUMMARY; Part IV: Other CDO Topics; Chapter 12: Rating Agency Research on CDOs USING RATING WATCHES AND OUTLOOKS TO IMPROVE THE DEFAULT PREDICTION POWER OF RATINGS |
| Record Nr. | UNINA-9910840931003321 |
| Hoboken, N.J., : Wiley, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effects of repealing Fannie Mae's and Freddie Mac's SEC exemptions [[electronic resource]]
| Effects of repealing Fannie Mae's and Freddie Mac's SEC exemptions [[electronic resource]] |
| Autore | Torregrosa David |
| Pubbl/distr/stampa | [Washington, D.C.] : , : Congress of the United States, Congressional Budget Office, , [2003] |
| Descrizione fisica | viii, 24 pages : digital, PDF file |
| Collana | A CBO paper |
| Soggetto topico |
Mortgage-backed securities - United States
Disclosure of information - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Effects of repealing Fannie Mae's and Freddie Mac's Security and Exchange Commission exemptions |
| Record Nr. | UNINA-9910695394003321 |
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Torregrosa David
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| [Washington, D.C.] : , : Congress of the United States, Congressional Budget Office, , [2003] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exzessive Immobilienkreditverbriefungen [[electronic resource] ] : eine Analyse der ursächlichen Fehlanreize / / Dennis Krahl
| Exzessive Immobilienkreditverbriefungen [[electronic resource] ] : eine Analyse der ursächlichen Fehlanreize / / Dennis Krahl |
| Autore | Krahl Dennis |
| Pubbl/distr/stampa | Hamburg, : Bachelor + Master Pub., 2011 |
| Descrizione fisica | 1 online resource (58 p.) |
| Disciplina | 332 042 |
| Soggetto topico | Mortgage-backed securities - United States |
| ISBN | 3-86341-580-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto |
Exzessive Immobilienkreditverbriefungen Eine Analyse der ursächlichen Fehlanreize; GELEITWORT; VORWORT; INHALTSVERZEICHNIS; ABBILDUNGSVERZEICHNIS; SYMBOLVERZEICHNIS; ABKÜRZUNGSVERZEICHNIS; 1 Vorüberlegungen; 1.1 Ziel und Aufbau der Arbeit; 1.2 Abgrenzung der Themenstellung; 2 Erläuterung der Produkte und Verbriefungstechniken; 2.1 True Sale Verbriefungsstrukturen; 2.1.1 Grundlegendes zu forderungsbesicherten Anleihen; 2.1.2 Asset Backed Securities (ABS); 2.1.3 Collateralized Debt Obligation (CDO); 2.2 Synthetische Verbriefungsstrukturen; 2.2.1 Grundlegendes zu Kreditderivaten
2.2.2 Credit Default Swap (CDS)2.2.3 Credit Linked Note (CLN); 2.2.4 Synthetische CDO; 2.3 Kreditpooling und Tranchenbildung; 3 Analyse potentieller Fehlanreize im Verbriefungsprozess; 3.1 Betrachtung der Prozesskette des Verbriefungsvorgangs; 3.2 Identifizierte Quellen möglicher Fehlanreize; 3.2.1 Politische und wirtschaftliche Rahmenbedingungen; 3.2.2 Informationsasymmetrien; 3.2.3 Ratingagenturen; 3.2.4 Motive der Wiederverbriefung; 3.2.5 Provisionen und Vergütungssysteme; 3.3 Schematische Klassifizierung der Fehlanreize; 3.4 Lösungsansätze aus der öffentlichen Diskussion 4 Zusammenfassung und SchlussfolgerungenLITERATURVERZEICHNIS |
| Record Nr. | UNINA-9910861056003321 |
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Krahl Dennis
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| Hamburg, : Bachelor + Master Pub., 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial institutions : causes and consequences of recent failures of community banks : testimony before the Subcommittee on Financial Institutions and Consumer Credit, House Committee on Financial Services / / statement of Lawrance L. Evans
| Financial institutions : causes and consequences of recent failures of community banks : testimony before the Subcommittee on Financial Institutions and Consumer Credit, House Committee on Financial Services / / statement of Lawrance L. Evans |
| Autore | Evans Lawrance Lee, Jr., <1970-> |
| Pubbl/distr/stampa | [Washington, D.C.] : , : United States Government Accountability Office, , 2013 |
| Descrizione fisica | 1 online resource (14 pages) : color illustration, color map |
| Collana | Testimony |
| Soggetto topico |
Community banks - United States
Community banks - State supervision - United States Risk management - United States Bank failures - United States Mortgage-backed securities - United States Financial crises - United States Corporate governance - United States |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Financial institutions |
| Record Nr. | UNINA-9910704529303321 |
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Evans Lawrance Lee, Jr., <1970->
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| [Washington, D.C.] : , : United States Government Accountability Office, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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