Research Solutions to the Financial Problems of Depository Institutions

by Austin Murphy

This book provides a practical analysis of the typical investments and funding sources of depository institutions. With a particular emphasis on mortgage-related investments (ARMs, CMOs, IOs, and POs), state-of-the-art valuation models are included that incorporate both call and default risk. Equity funding issues are also analyzed in detail. In addition, the author summarizes the history of the depository institution crisis, discusses the future...

• Format: Hardcover
• Language: English
• ISBN: 0899307051
• ISBN13: 9780899307053
• Release Date: August 1992
• Publisher: Praeger
• Length: 168 Pages
• Weight: 1.03 lbs.
• Dimensions: 0.7" x 6.4" x 9.6"