Recent> CLO Conference Notes 2023, J. Struc. Fin. (5/26/23)
> Indian Securitization Summit 2023 (Slides) (.pptx version)
> ABS East 2022 Conference Notes, J. Struc. Fin. (11/25/22)
> CLO Conference Notes 2022, J. Struc. Fin. (9/2/22)
> Middle-Market CLOs 2022 Conference Notes, J. Struc. Fin. (8/30/22)
> Indian Securitization Summit 2022 (Slides) (.pptx version)
> Credit Rating Failures (Slides) (1/12/2022) (.pptx version)
> ABS East 2021 Conference Notes, J. Struc. Fin. (1/4/22)
> Commentary: Credit Rating Failures in the Aftermath of the Mortgage Meltdown,
J. Struc. Fin. (11/1/21) #
> Jumbo Mortgage 2021 Conference Notes, J. Struc. Fin (6/17/21)
> Securitization 101 (Slides) (12/15/20) (.pptx version)
> ABS East 2020 Conference Notes, J. Struc. Fin (3/16/21)
> CLO Credit Ratings Gone Awry, J. Struc. Fin. (9/30/20)
> CLO Conference Notes 2020, J. Struc. Fin. (7/3/20)
> The Mortgage Meltdown and the Failure of Investor Protection, J. Struc. Fin. (3/4/20) #
General> Current Issues in Securitization (NYC Bar Assoc., 9/23/16)
> Current Issues in Securitization (NYC Bar Assoc., 10/5/15)
> Deeper Causes of the Financial Crisis - Mortgages Alone Cannot Explain It,
J. Portfolio Mgmnt. (4/30/13) #
> The Role of the U.S. Financial System: What Should it Be? (2/16/12)
> Bond Portfolio Credit Analysis - The CDO Approach (5/24/05)
> Securitization Glossary (11/25/02)
> Thirty Years Later Securitization is Still Good for America (3/15/02)
Credit and Credit Ratings> Commentary: Credit Rating Failures in the Aftermath of the Mortgage Meltdown,
J. Struc. Fin. (11/1/2020) #
> CLO Credit Ratings Gone Awry, J. Struc. Fin. (9/30/20)
> Inflated Ratings on Pre-Crisis CDOs, J. Struc. Fin. (7/26/16) #
> Strengthening Credit Rating Integrity (11/9/15) #
==> Journal of Financial Regulation and Compliance
==> Authorized post-print version (full text)
> Bond Insurance: Introducing a Better Business Model, Mun Fin. J., abstract (10/26/15)
> Rating Agency Reform Panel (ABS Vegas), Adelson Remarks (2/10/15)
> IOSCO Rating Agency Code of Conduct Comment Letter (3/4/2014)
> The Role of Credit Ratings in the Financial System (5/17/12)
> The Time Dimension of Standard & Poor's Credit Ratings (9/22/10)
> A Global Cross-Asset Report Card of Ratings Performance in Times of Stress (6/8/10)
> On the Art and Science of Credit Analysis (11/05/09)
> Big Changes in Standard & Poor's Rating Criteria (11/3/09)
> Understanding Standard & Poor's Rating Definitions (6/3/09)
> Congressional Testimony: The Role of the Credit Rating Agencies in the Structured Finance Market (9/27/07)
> Bond Rating Confusion (6/29/06)
> Rating Shopping – Now the Consequences (2/16/06)
> CMBS Credit Migrations - 2005 Update (11/30/05)
> ABS Credit Migrations 2004 (12/7/2004)
> NERA Study of Structured Finance Ratings - Market Implications (11/6/03)
> CMBS Watchlistings, Downgrades, and Surveillance (10/2/03)
> Temporal Aspects of CMBS Downgrades and Surveillance (7/1/03)
> CMBS Credit Migrations (12/4/02)
> ABS Credit Migrations (1/9/02, updated 3/5/02)
> Introduction to Moody's Analysis of Securitization Transactions and Structures (4/2/93)Model Risk> Inflated Ratings on Pre-Crisis CDOs, J. Struc. Fin., (7/26/16) #
> Risk Management Lessons from the Sub-prime Problem (3/4/08)
> The Need to See Past the Data (11/12/07)
> Model Risk Update (11/29/05)
> What a Coincidence (5/19/03)
> How the Events of 9/11 Affect Thinking about Risk (2/28/02)
CDOs & Credit Derivatives> CLO Credit Ratings Gone Awry, J. Struc. Fin. (9/30/20)
> CLO Conference Notes 2020, J. Struc. Fin. (7/3/20)
> CLO Conference Notes 2019 J. Struc. Fin. (7/30/19)
> Comment Letter to S&P re CLO Criteria (4/30/19)
> CLO Conference Notes 2018, J. Struc. Fin. (6/28/18)
> CLO Conference Notes 2017, J. Struc. Fin. (6/10/17)
> Inflated Ratings on Pre-Crisis CDOs, J. Struc. Fin., (7/26/16) #
> CLO Conference Notes 2016, J. Struc. Fin. (5/26/16)
> Let's Be Reasonable about CDOs (10/10/07)
> CDOs-Squared Demystified (5/4/05)
> IMN CDO/Credit Derivatives 2005 Conference Notes (4/11/05)
> "The Bespoke [bispóuk]" – A Guide to Single-Tranche Synthetic CDOs (11/17/04)
> Tranching Credit Risk (10/8/04)
> CDOs in Plain English (9/13/04)
> Correlation Primer (8/6/04)
Miscellaneous> ABS-MBS Litigation Outlook (11/19/07)
> Synthetic ABS Nuances (1/16/07)
> Fed's Moves Create Unreasonable Moral Hazard (3/17/08)
> The Dysfunction of the Canadian ABCP Clean-Up (11/7/07)
Accounting> Off-Balance Sheet Update (11/24/03)
> Off-Balance Sheet Update (3/13/03)
> Off-Balance Sheet Update (7/31/2002)
> Accounting vs. Reality: Can We Handle the Truth? (4/16/02)
> Risk-Based Capital Update (12/19/01) | Mortgages and Mortgage-Backed Securities> Jumbo Mortgage 2021 Conference Notes, J. Struc. Fin (6/17/21)
> The Mortgage Meltdown and the Failure of Investor Protection, J. Struc. Fin. (3/4/20) #
> Representations & Warranties in MBS, J. Struc. Fin. (4/26/17) #
> NAIC/CIPR Private-Label MBS Study (pp. 46-51, 12/15/16)
> Handbook of Mortgage-Backed Securities (Ch. 19, 10/28/16) #
> Private-Label MBS Comment Letter (8/6/2014)
> Credit Risk Retention Comment Letter (10/28/13)
> The Sub-prime Problem: Causes & Lessons (1/8/08)
> Modify This! - Policymakers Are Wrong to Push for Loan Modifications to Help Defaulted Borrowers (6/22/07)
> Sub-Prime Surprise… Not! (4/18/07)
> Sub-prime Mortgage Loans, Sub-prime Mortgage ABS, and the ABX Indices (2/28/07)
> Structured Finance Trends – Yield Spreads, Credit Support, and Collateral Performance – The Big Picture,
(6/27/05)
> Oops… They Did It Again (4/2/03)
> Jumbo MBS Credit Enhancement: More of the Same, or Less? (12/5/01)
> Jumbo MBS: Where's the Credit Enhancement? (7/12/01)
> 7–6–5–4–3..... Credit Enhancement for Jumbo MBS: Where is the Bottom? (7/10/98)
> Dispelling Some Common MBS Myths (12/12/97)
Selected Presentation Slideshows> Indian Securitization Summit 2023 (.pptx version)
> Credit Rating Failures (1/12/2022) (.pptx version)
> Indian Securitization Summit 2022 (.pptx version)
> Securitization 101 (2020) (.pptx version)
> Rating Agency Reform (2015)
> Credit Analysis of Securitizations: RMBS & CDOs (2014)
> Introduction to Credit Analysis & Ratings (2014)
> The Future of Securitization (2008)
> Securitization - The Secondary Market (2008)
> CDOs and Their Connection to Subprime Mortgages (2008)
> The Suubprime Mortgage Situation: Causes & Lessons (2008)
> MBS Basics (2006)
> How the Events of 9/11 Affect Thinking about Risk (2002)
> What Makes an Asset Class Suitable for Securitization (1998)
> Structural Developments and Innovations in ABCP (1997)
Product Primers> Synthetic CMBS Primer (9/5/06)
> MBS Basics (3/31/06)
> Student Loan ABS 101 (1/26/05)
> Home Equity ABS Basics (11/1/04)
> CDOs in Plain English (9/13/04)
> Journey to the Alt-A Zone (6/3/03)
Securitization Conference Notes> CLO Conference Notes 2023, J. Struc. Fin. (5/26/23)
> ABS East 2022 Conference Notes, J. Struc. Fin. (11/25/22)
> CLO Conference Notes 2022, J. Struc. Fin. (9/2/22)
> Middle-Market CLOs 2022, J. Struc. Fin. (8/30/22)
> ABS East 2021, J. Struc. Fin. (1/4/22)
> Jumbo Mortgage 2021, J. Struc. Fin (6/17/21)
> ABS East 2020, J. Struc. Fin (3/16/21)
> CLO Conference Notes 2020, J. Struc. Fin. (7/3/20)
> ABS East 2019, J. Struc. Fin. (11/11/19)
> CLO Conference Notes 2019, J. Struc. Fin. (7/30/19)
> ABS East 2018, J. of Struc. Fin. (10/30/18)
> CLO Conference Notes 2018, J. Struc. Fin. (6/28/18) #
> CLO Conference Notes 2017, J. Struc. Fin. (6/10/17)
> SFIG Vegas 2017 (3/11/17)
> ABS East 2016, J. Struc. Fin. (9/29/16)
> CLO Conference Notes 2016, J. Struc. Fin. (5/26/16) #
> ABS East 2015, J. Struc. Fin. (9/25/2015)
> ABS Vegas 2015, J. Struc. Fin. (5/1/15)
> ABS East 2012 (10/28/12)
> Andrew Davidson & Co. 20th Annual Conf. (8/2/12)
> ASF 2012 (2/1/12)
> ABS East 2011 (10/26/11)
> ASF 2011 (2/22/11)
> ABS East 2010 (10/14/10)
> ASF 2010 (2/9/10)
> ABS East 2009 (11/6/09)
> ABS East 2008 (10/31/08)
> ASF 2008 (2/11/08)
> ABS East 2007 (11/12/07)
> ASF 2007 (2/5/07)
> ABS East 2006 (11/13/06)
> ABS West 2006 (2/15/06)
> ASF 2006 (2/3/06)
> ABS East 2005 (9/19/05)
> CDOs/Credit Derivatives 2005 (4/11/05)
> ABS West 2005 (2/14/05)
> ABS East 2004 (10/21/04)
> ASF 2004 and ABS West 2004 (2/10/04)
> ABS East 2003 (10/20/03)
> ABS West 2003 and SRI 2003 (2/18/03)
> ABS East 2002 (10/7/02)
> ABS West 2002 and SRI 2002 (2/27/02)
> SRI 2001 (3/1/01)
JSF Editor's Letters2016 Winter Spring Summer Fall
2017 Winter Spring Summer Fall
2018 Winter Spring Summer Fall
2019 Winter Spring Summer Fall
2020 Winter Spring Summer Fall
2021 Winter Spring Summer Fall
2022 Winter Spring Summer Fall
2023 Winter Spring
|