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Journal Article
Coming to America: covered bonds?
Juvenal, Luciana; Fawley, Brett W. (2012)
Ultimately, covered bonds and ABS are complements, not substitutes.
Economic Synopses

Conference Paper
The simple microeconomics of government-sponsored enterprises
Sparks, Roger; Passmore, Wayne (2001)
Proceedings , Paper 706

Working Paper
The effect of automated underwriting on the profitability of mortgage securitization
Sparks, Roger; Passmore, Wayne (1997)
Over the past two years, many mortgage market analysts have praised automated underwriting as a technological innovation that will lower the costs of processing mortgage applications. However, automated underwriting is unlikely to decrease processing costs uniformly for all mortgage applications. Instead, it makes identifying and processing low-risk mortgage borrowers less costly, but may not significantly lower the costs of identifying and processing relatively high-risk applicants. Our results suggest that after the one-time cost reduction produced by automated underwriting, the resulting ...
Finance and Economics Discussion Series , Paper 1997-19

Speech
Fixing wholesale funding to build a more stable financial system
Dudley, William (2013-02-01)
Remarks at the New York Bankers Association's 2013 Annual Meeting & Economic Forum, The Waldorf Astoria, New York City.
Speech

Journal Article
The prepayment risk of mortgage-backed securities
Becketti, Sean (1989-02)
Economic Review , Volume 74 , Issue Feb , Pages 43-57

Working Paper
The role of securitization in mortgage renegotiation
Agarwal, Sumit; Ben-David, Itzhak; Chomsisengphet, Souphala; Evanoff, Douglas D.; Amromin, Gene (2011)
We study the effects of securitization on renegotiation of distressed residential mortgages over the current financial crisis. Unlike prior studies, we employ unique data that directly observe lender renegotiation actions and cover more than 60% of the U.S. mortgage market. Exploiting within-servicer variation in these data, we find that bank-held loans are 26% to 36% more likely to be renegotiated than comparable securitized mortgages (4.2 to 5.7% in absolute terms). Also, modifications of bank-held loans are more efficient: conditional on a modification, bank-held loans have lower ...
Working Paper Series , Paper WP-2011-02

Journal Article
Asset-backed commercial paper programs
Boemio, Thomas R.; Kavanagh, Barbara; Edwards, Gerald A. (1992-02)
Federal Reserve Bulletin , Issue Feb

Working Paper
Controlling information premia by repackaging asset backed securities
David, Alexander (1995)
Finance and Economics Discussion Series , Paper 95-38

Journal Article
Loan sales: another step in the evolution of the short-term credit market
Morris, Charles S.; Becketti, Sean (1987-11)
Economic Review , Volume 72 , Issue Nov , Pages 22-31

Conference Paper
Creating contingent liabilities: master craftsmanship in financial engineering
Kensinger, John W.; Chen, Andrew H. (1990)
Proceedings , Paper 271

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