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Journal Article
Buy, sell, or hold? Valuing cash flows from mortgage lending
Smith, Stephen D.; Jacob, Paul; Gilkeson, James H. (1994-11)
Economic Review , Volume 79 , Issue Nov , Pages 1-16

Journal Article
The convexity trap: pitfalls in financing mortgage portfolios and related securities
Smith, Stephen D.; Gilkeson, James H. (1992-11)
Economic Review , Issue Nov , Pages 14-27

Journal Article
Analyzing risk and return for mortgage-backed securities
Smith, Stephen D. (1991-01)
Economic Review , Issue Jan , Pages 2-11

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

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

Working Paper
How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility
Rosengren, Eric; Suarez, Gustavo A.; Willen, Paul S.; Parkinson, Patrick M.; Duygan-Bump, Burcu (2010)
Following the failure of Lehman Brothers in September 2008, short-term credit markets were severely disrupted. In response, the Federal Reserve implemented new and unconventional facilities to help restore liquidity. Many existing analyses of these interventions are confounded by identification problems because they rely on aggregate data. Two unique micro datasets allow us to exploit both time series and cross-sectional variation to evaluate one of the most unusual of these facilities - the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility (AMLF). The AMLF extended ...
Supervisory Research and Analysis Working Papers , Paper QAU10-3

Journal Article
Getting secure
Katz, Jane (1997-07)
Regional Review , Issue Sum , Pages 13-17

Journal Article
Securitization: more than just a regulatory artifact
Samolyk, Katherine A.; Carlstrom, Charles T. (1992-05)
An exploration of the recent boom in asset-backed lending, or securitization, by both financial institutions and nonbank firms, which the authors contend is more the result of improvements in information technology than a response to the regulatory costs of traditional bank funding.
Economic Commentary , Issue May

Journal Article
Securitization
Ergungor, O. Emre (2003-08)
Obscure just 20 years ago, loan portfolio securitization by private and government-sponsored enterprises is a $5 trillion business today. This Commentary explains the reasons behind the spectacular growth of asset-backed securities.
Economic Commentary , Issue Aug

Journal Article
Fed confronts financial crisis by expanding its role as lender of last resort
Duca, John V.; Renier, Jessica; DiMartino, Danielle (2009)
The current recession has deepened because of shrinking credit flows from banks, nonbank lenders and securities markets. This contrasts with the early 1990s, when new bonds and commercial paper cushioned a bank credit crunch, and with the high-tech investment bust of the early 2000s, when steady bank lending lessened the impact of receding bond and equity finance markets. ; This time, breakdowns in key credit markets posed great risks to the financial system and the broader economy. The Federal Reserve responded with unprecedented measures, expanding its role as lender of last resort in an ...
Economic Letter , Volume 4

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