SFA Research: Guest Corner
SFA’s Head of Research, Elen Callahan, has served as guest editor for the latest issue of The Journal of Structured Finance, an international, peer-reviewed journal devoted to empirical analysis and practical guidance on structured finance instruments, techniques, and strategies. The issue discusses the impact of the global pandemic on securitization and implications going forward. View and download the whole issue here.
The following articles are included:
- “A Reach for Risk: Pricing Credit and Liquidity in ABS,” by John McElravey.
- “2020 Office Quarantine,” by Simon Mui, Edward Reardon, Andrea Andric, and Bipul Sinha.
- “Rebuilding the Non-Agency Market: Why Modernizing Data and Reporting Is Critical,” by Vadim Verkhoglyad and Perry Rahbar.
- “Measuring Risk and Access to Mortgage Credit with New Disclosure Data,” by Kevin Park.
- “Earth, Wind, and Fire: PACE Plays a Vital ESG Role,” by Stephanie Mah.
- “Aircraft Lease Asset-Backed Securities and Aircraft Enhanced Equipment Trust Certificates Workouts,” by David Yu, Christopher Papajohn, and Tasos Michael.
- “Observation on How COVID-19 Affected the Securitization Market in Japan,” by Yukio Egawa.