COVID-19 and Structured Finance Litigation: CMBS and CLO Disputes on the Horizon

2020 ◽  
Vol 26 (3) ◽  
pp. 77-91
Author(s):  
Manisha M. Sheth ◽  
Toby E. Futter
Keyword(s):  
Structured Finance

Structured Finance in Latin America

2007 ◽  
Author(s):  
Hela Cheikhrouhou ◽  
Emanuel Salinas ◽  
Sophie Sirtaine ◽  
Dimitri Vittas ◽  
W. Britt Gwinner ◽  
...  
Keyword(s):  
Latin America ◽  
Structured Finance

Defaults and Losses Given Default of Structured Finance Securities

CFA Digest ◽  
2004 ◽  
Vol 34 (4) ◽  
pp. 29-31
Author(s):  
Bruce D. Phelps
Keyword(s):  
Structured Finance

Quantitative Easing, Structured Finance and Support to the Real Economy Proposals on ABS

2014 ◽  
Author(s):  
Franco Bassanini ◽  
Gino Del Bufalo ◽  
Rainer Masera ◽  
Marcello Minenna ◽  
Edoardo Reviglio ◽  
...  
Keyword(s):  
Quantitative Easing ◽  
Real Economy ◽  
Structured Finance ◽  
The Real

Underwriter Networks in Structured Finance

2018 ◽  
Author(s):  
Diana Knyazeva ◽  
Charles Lin ◽  
Jasmine Park
Keyword(s):  
Structured Finance

Structured Finance and Correlation Risk

2019 ◽  
Author(s):  
Marc Chesney ◽  
Felix Fattinger ◽  
Nils Jonathan Krakow
Keyword(s):  
Structured Finance ◽  
Correlation Risk

Uncertain Meanings of Risk

2018 ◽  
Author(s):  
Natalia Besedovsky
Keyword(s):  
Financial Markets ◽  
Credit Rating ◽  
Traditional Approach ◽  
Credit Ratings ◽  
Assessment Practices ◽  
Structured Finance ◽  
Rating Agencies ◽  
Measures Of Risk ◽  
Methodological Approaches ◽  
Ontological Uncertainty

This chapter studies calculative risk-assessment practices in credit rating agencies. It identifies two fundamentally different methodological approaches for producing ratings, which in turn shape the respective conceptions of credit risk. The traditional approach sees ‘risk’ as an only partially calculable and predictable set of hazards that should be avoided or minimized. This approach is particularly evident in the production of country credit ratings and gives rise to ordinal rankings of risk. By contrast, structured finance rating practices conceive of ‘risk’ as both fully calculable and controllable; they construct cardinal measures of risk by assuming that ontological uncertainty does not exist and that models can capture all possible events in a probabilistic manner. This assumption—that uncertainty can be turned into measurable risk—is a necessary precondition for structured finance securities and has become an influential imaginary in financial markets.

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