Examining issuance and pricing of Commercial Mortgage Backed Securities during the financial crisis of 2007-2009

[摘要] Changes in the issuance of Commercial Mortgage Backed Securities are examined and contrasted with market events and policy action during the financial crisis of 2007-2009. Additionally, a sample of investment-grade Commercial Mortgage Backed Securities are separated by original rating and observed in a time series chart against the market events and policy actions from June 2007 through May 2010.

[发布机构] Massachusetts Institute of Technology