[HTML][HTML] What Do We Know about War and Terrorism Insurance? A Bibliometric and Systematic Review of Relevant Literature

H Nobanee, MEH El Maknouzi, H Sadok… - Sustainable Technology …, 2023 - Elsevier
This study undertakes a comprehensive bibliometric analysis of war and terrorism Insurance
research spanning from 1914 to 2018. Leveraging tools such as Scopus and VOSviewer …

The impact of risk retention regulation on the underwriting of securitized mortgages

C Furfine - Journal of Financial Services Research, 2020 - Springer
Abstract The Dodd-Frank Act requires securitization sponsors to retain not less than a 5%
share of the aggregate credit risk of the assets they securitize. This paper examines how the …

Risk perception and loan underwriting in securitized commercial mortgages

S Firestone, NY Godin, A Horvath, JS Sagi - 2024 - papers.ssrn.com
We use model-implied volatility to proxy for property risk perceptions in the commercial real
estate lending market. Although loan-to-value ratios (LTVs) unconditionally decreased …

Is COVID Revealing a Virus in CMBS 2.0?

JM Griffin, A Priest - The Journal of Finance, 2023 - Wiley Online Library
Commercial loan valuations crucially depend on accurate loan income, but underwritten
income on commercial mortgage‐backed securities (CMBS) loans is commonly overstated …

[PDF][PDF] New horizons and familiar landscapes: New capital sources confront shifting real estate fundamentals

J Clayton, FJ Fabozzi, SM Giliberto… - Journal of Portfolio …, 2015 - researchgate.net
Unlike previous downturns such as the late 1980s, institutional investors did not abandon
real estate following the 2008–2009 financial crisis but, in fact, have become more attracted …

[PDF][PDF] Sustainable Technology and Entrepreneurship

H Nobanee, MEH El Maknouzi, H Sadok - researchgate.net
This study undertakes a comprehensive bibliometric analysis of war and terrorism Insurance
research spanning from 1914 to 2018. Leveraging tools such as Scopus and VOSviewer …

[PDF][PDF] The Pricing of New Interest Rate Derivative Futures

Y Liu - Science, 2020 - pdfs.semanticscholar.org
This paper reviews the development of commercial real estate mortgage-backed securities.
In addition, summarizes the relevant pricing formula of futures contracts and commercial real …

Trustee affiliation and servicer oversight: Evidence from CMBS markets

W D'Lima, LA Lopez - Real Estate Economics, 2021 - Wiley Online Library
We study the effect of a change in trustees' incentives to monitor servicers in CMBS markets.
Our identification strategy rests on variation in servicer–trustee affiliation that arises from …

Ranking of Mortgage Underwriting Criteria for Multifamily Rental Property

T Basdeo - 2017 - search.proquest.com
The 2007-2009 recession negatively impacted the global economy, especially the real
estate industry and multifamily rental properties. Obtaining credit became difficult, real estate …

我国 CMBS 业务违约风险测算和回购期权定价

侯德鑫, 张莉 - 系统科学与数学, 2017 - cqvip.com
我国开展CMBS 业务蓄势待发. 违约风险量化是CMBS 业务中的重要环节, 在互换框架下量化
CMBS 违约风险的过程中, 基于双方现金流现值创新性采用互换期权定价公式 …