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Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities
Benjamin Guin / Farzad Saidi / Felipe Netto / Thiemo Fetzer
insurance / mortgage marketsResource overview

Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities

Paper2024

by Benjamin Guin, Farzad Saidi, Felipe Netto, Thiemo Fetzer

Tags
insurancemortgage marketssecuritization

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  1. Random Variables and Distributions

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  2. Expected Shortfall and Other Tail Risk Measures

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