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‡an-us---
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‡aHaubrich, Joseph G.,
‡d1958-
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245 |
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‡aWho holds the toxic waste? :
‡ban investigation of CMO holdings /
‡cby Joseph G. Haubrich and Deborah Lucas.
|
246 |
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‡aInvestigation of CMO holdings
|
260 |
⊔ |
⊔ |
‡aCleveland, Ohio :
‡bFederal Reserve Bank of Cleveland, Research Dept.,
‡c[2007]
|
300 |
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⊔ |
‡a17 p. :
‡bill. ;
‡c28 cm.
|
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0 |
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‡aPolicy discussion paper,
‡x1528-4344 ;
‡vno. 20
|
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‡a"June 2007"--Cover.
|
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‡aIncludes bibliographical references (p. 17).
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‡a"Toxic waste" refers to the riskiest derivative structures arising from collateralized mortgage obligations (CMOs). We use simulations to predict how this risk would manifest itself in various interest rate environments. We also look for evidence on the total dollar value of these securities, who holds them, and how much they hold. Very limited public information is available, but commercial banks are required to report on their holdings, and we investigate the extent to which the risk is concentrated in that sector.
|
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‡aAlso available online; Adobe Reader required.
|
538 |
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‡aMode of access: Internet.
|
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⊔ |
7 |
‡aSecurities
‡2fast
‡0(OCoLC)fst01110743
|
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7 |
‡aCollateralized mortgage obligations
‡2fast
‡0(OCoLC)fst00867131
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7 |
‡aBanks and banking
‡2fast
‡0(OCoLC)fst00826867
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‡aBanks and banking.
|
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⊔ |
0 |
‡aSecurities.
|
650 |
⊔ |
0 |
‡aCollateralized mortgage obligations.
|
700 |
1 |
⊔ |
‡aLucas, Deborah.
|
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2 |
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‡aFederal Reserve Bank of Cleveland.
‡bResearch Department.
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