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The trust preferred CDO market : from start to (expected) finish

Author

Listed:
  • Lawrence R. Cordell
  • Michael Hopkins
  • Yilin Huang

Abstract

No abstract is available for this item.

Suggested Citation

  • Lawrence R. Cordell & Michael Hopkins & Yilin Huang, 2011. "The trust preferred CDO market : from start to (expected) finish," Proceedings 1128, Federal Reserve Bank of Chicago.
    • Handle: RePEc:fip:fedhpr:1128
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    Cited by:

    1. Boyson, Nicole M. & Fahlenbrach, Rudiger & Stulz, Rene M., 2014. "Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities," Working Paper Series 2014-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    2. Nicholas Arcidiacono & Lawrence R. Cordell & Andrew Davidson & Alex Levin, 2013. "Understanding and measuring risks in Agency CMOs," Working Papers 13-08, Federal Reserve Bank of Philadelphia.
    3. Lawrence R. Cordell & Yilin Huang & Meredith Williams, 2011. "Collateral damage: Sizing and assessing the subprime CDO crisis," Working Papers 11-30, Federal Reserve Bank of Philadelphia.

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