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Collateralized Debt Obligations: Reducing Loss or Market Risk via Mortgage Assistance

Research Projects – Finance/Investment

The Committee on Finance Research is pleased to make available a research report that examines modeling of cash flow associated within a pool of mortgages and specifically focusing on the effectiveness of infusing a limited amount of capital into the pool. The report was prepared by Michael Ekhaus of Gibraltar Analytical, LLC.

Report

Collateralized Debt Obligations: Reducing Loss or Market Risk via Mortgage Assistance

Thank You

The Committee on Finance Research would like to thank the members of the Project Oversight Group ("POG"), who provided advice and guidance during the course of the project.

  • The members of the POG were:
  • Angelika Feng
  • Christopher Bohn
  • David Hopewell
  • Gavin Maistry
  • Jacques Rioux
  • Joe Perlman
  • Katy Curry
  • Nicholas Albicelli
  • Ross Kongoun Zilber
  • Steven Craighead
  • Steven Siegel, SOA Research Actuary
  • Barbara Scott, SOA Research Administrator

Questions Or Comments?

If you have comments or questions, please send an email to research@soa.org.