'Securitization' presentation slideshows

Chapter Seven

Chapter Seven. Mortgage Markets. Mortgages and Mortgage-Backed Securities. Mortgages are loans to individuals or businesses to purchase a home, land, or other real property Many mortgages are securitized

1.14k views • 88 slides

Mafinrisk 2010 Market Risk course

Mafinrisk 2010 Market Risk course. Value at Risk Models: the parametric approach Andrea Sironi Sessions 5 & 6. Agenda. Market Risks VaR Models Volatility estimation The confidence level Correlation & Portfolio Diversification Mapping Problems of the parametric approach. Market Risks.

873 views • 59 slides

How Resilient Are Mortgage Backed Securities to Collateralized Debt Obligation Market Disruptions?

How Resilient Are Mortgage Backed Securities to Collateralized Debt Obligation Market Disruptions? Joseph R. Mason, Associate Professor of Finance, Drexel University Joshua Rosner, Managing Director, Graham Fisher & Co. Figure 1: U.S. Home Ownership 1965-2006 Source : Bureau of Census

1.5k views • 44 slides

Historical Development of the Banking System and Financial Innovation

Historical Development of the Banking System and Financial Innovation. By: Hyesun Lim, Melisa Boel , Osama, Yu Tian , and Sunghee Park . The Beginning. The modern commercial banking industry in the United States began when the Bank of North America was chartered in Philadelphia in 1782.

684 views • 39 slides

Presented by: The Northern Trust Company Fran Wawrzyniak, CTP June 7, 2012

Windy City Summit CTP Review Chapter 12. Service. Expertise. Integrity. Presented by: The Northern Trust Company Fran Wawrzyniak, CTP June 7, 2012. Chapter 12. Capital Markets Fran Wawrzyniak , CTP. Studying for this Chapter. There are 7-9 questions on the exam from this chapter

529 views • 37 slides

Making Globalization Work: Global Financial Markets in an Era of Turbulence

Making Globalization Work: Global Financial Markets in an Era of Turbulence. Joseph E. Stiglitz Frankfurt February 19, 2008. Global Financial Integration. The world has become increasingly integrated Implying that there is more interdependence

459 views • 33 slides

CHAPTER 19

CHAPTER 19. Initial Public Offerings, Investment Banking, and Financial Restructuring. Topics in Chapter. Initial Public Offerings Investment Banking and Regulation The Maturity Structure of Debt The Risk Structure of Debt. What agencies regulate securities markets?.

477 views • 31 slides

Subprime Lending Issues of Valuation

March 18, 2008. R. Larry Johnson Veris Consulting, LLC. Subprime Lending Issues of Valuation. Summary Questions. What and how GAAP should be applied? Were the valuation methods appropriate? Were the assumptions about the future reasonable?

438 views • 25 slides

Actuaries in Non-Traditional Roles Gail Ross, CAS Past-President Manager & Senior Consultant- Milliman, Inc.

358 views • 20 slides

Securitization A useful tool for the Bank of the 21st Century

Securitization A useful tool for the Bank of the 21st Century Presentation to the Association of Serbian Banks Belgrade, December 6, 2007. Agenda. Why Securitization? What are the challenges? The US Sub prime Crisis What is the future?. Why Securitization?.

356 views • 18 slides

Dual-use Governance in Synthetic Biology

Dual-use Governance in Synthetic Biology. Promises, Hype and Security Brett Edwards, University of Bath. Back ground. PhD thesis Why do some aspects of Synthetic Biology attract dual-use concern and not others? Case studies: US and UK Qualitative historical/ constructivist approach.

430 views • 17 slides

353 views • 16 slides

The devil is in the tails: Actuarial mathematics and the subprime mortgage crisis

The devil is in the tails: Actuarial mathematics and the subprime mortgage crisis. Outline. Root of Subprime mortgage crisis Securitization Gaussian copula approach to CDO pricing Drawbacks of copula-based model in credit risk Alternative approach to value CDO.

478 views • 15 slides

Topic 4. Part 1.

Topic 4. Part 1. Securitization and The Shadow Banking System (The Road to Hell is Paved With Good Intentions). Types of Securitization C ollateralized D ebt O bligations (CDO) Asset Back Securities (ABS) Commercial Mortgage Backed Securities (CMBS)

320 views • 15 slides

Friday, April 13, 2012

Friday, April 13, 2012. Example. Security 1: Responsible for losses between 50% and 100% of principal: Rating AAA. X. Security 2: Responsible for losses between 0% and 50% of principal: Rating BBB.

208 views • 14 slides

Reshaping the Future in Financial Product Management

922 Cedar Pointe Court Collingwood, ON L9Y5C7 Tel: 1-705-719-5660 www.axcesscanada.com. Reshaping the Future in Financial Product Management. Introducing the Solution for Logical Change. Who We Are. Axcess Consulting PLC ( www.axcess.com.au ) developed the solution in 1995 in Australia.

298 views • 13 slides

HISTORY AND CHARACTERISITCS OF FINANCIAL CRISES: Discussion Tassos Malliaris

HISTORY AND CHARACTERISITCS OF FINANCIAL CRISES: Discussion Tassos Malliaris. The 10 th Biennial Athenian Policy Forum Conference at the Duetsche Bundesbank, Frankfurt, July 28-31, 2010. Two Papers. Financial Regulatory Reforms to Cope With the Crisis in the US and the EU ( Zestos )

236 views • 10 slides

Securitization in Poland - an innovative solution in the tax perspective ?

Securitization in Poland - an innovative solution in the tax perspective ?. Krzysztof Biernacki Assistant Professor, Wroc?aw University of Economics, Poland. Main question (hypothesis). Securitization is not any more innovative solution in Poland, after amendments in the tax system.

587 views • 9 slides

The Financial Crisis and the future of regulation

The Financial Crisis and the future of regulation. Onno de Beaufort Wijnholds 15 th Dubrovnik Economic Conference June 25 , 2009. A Global Crisis. The crisis is global and needs a global solution (G20) After US, Europe and Japan, emerging economies hit hard

283 views • 6 slides

Managing the Impact of the Global Economic Crisis – Private Sector Perspectives on Regulation

Presentation1A2XP25 SEP 20092:58 PM1. Managing the Impact of the Global Economic Crisis – Private Sector Perspectives on Regulation. 2 October 2009. Gary G. Lynch Vice Chairman & Chief Legal Officer. Presentation1A2XP25 SEP 20092:58 PM2. Origins of crisis.

168 views • 4 slides