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Ameriquest Details Procedures (American Banker), Erick Bergquist Jun 2005

Ameriquest Details Procedures (American Banker), Erick Bergquist

Documents

No abstract provided.


Occ Report Of Examination Of Wachovia Bank, David Wilson, Delora Ng Jee Jun 2005

Occ Report Of Examination Of Wachovia Bank, David Wilson, Delora Ng Jee

Documents

No abstract provided.


Reilly Moving The Market, David Reilly Jun 2005

Reilly Moving The Market, David Reilly

Documents

No abstract provided.


Independence Vi Cdo Offering Circular, Merrill Lynch International Jun 2005

Independence Vi Cdo Offering Circular, Merrill Lynch International

Documents

This offering circular serves the interest of Independence VI CDO and Merrill Lynch.


Fsa - Citigroup Penalty, Carlos Conceicao, United Kingdom: Financial Services Authority Jun 2005

Fsa - Citigroup Penalty, Carlos Conceicao, United Kingdom: Financial Services Authority

Documents

No abstract provided.


Assets Purchased From Sound Financial Institutions, Government Of Japan: Deposit Insurance Corporation Jun 2005

Assets Purchased From Sound Financial Institutions, Government Of Japan: Deposit Insurance Corporation

Documents

No abstract provided.


Countrywide Corporate Credit Risk Committee Final Minutes, Stan Kurland, Eric Sieracki, John Mcmurray, Nick Krsnich, Christian Ingerslev, Mitch Turley, Pauline Kennedy, Jeff Speakes, Erik Stein, Frank Aguilera, Rod Williams, Jack Schakett, Marc Fisher, Clifford Rossi, David Spector, Andrew Gissinger Iii Jun 2005

Countrywide Corporate Credit Risk Committee Final Minutes, Stan Kurland, Eric Sieracki, John Mcmurray, Nick Krsnich, Christian Ingerslev, Mitch Turley, Pauline Kennedy, Jeff Speakes, Erik Stein, Frank Aguilera, Rod Williams, Jack Schakett, Marc Fisher, Clifford Rossi, David Spector, Andrew Gissinger Iii

Documents

No abstract provided.


Fanne Mae Presentation- Single Family Guarantee Business- Facing Strategic Crossroads, Federal National Mortgage Association (Fannie Mae) Jun 2005

Fanne Mae Presentation- Single Family Guarantee Business- Facing Strategic Crossroads, Federal National Mortgage Association (Fannie Mae)

Documents

No abstract provided.


Moody's Revisits Its Assumptions Regarding Structured Finance Default (And Asset) Correlations For Cdos, Olivier Toutain, David Rosa, Yvonne Fu, Paul Mazataud, Guillaume Jolivet, Laurent Lassalvy, Julien Sieler, Gareth Levington, Gary Witt, Yuri Yoshizawa Jun 2005

Moody's Revisits Its Assumptions Regarding Structured Finance Default (And Asset) Correlations For Cdos, Olivier Toutain, David Rosa, Yvonne Fu, Paul Mazataud, Guillaume Jolivet, Laurent Lassalvy, Julien Sieler, Gareth Levington, Gary Witt, Yuri Yoshizawa

Documents

No abstract provided.


Fannie Mae Single Family Guaranty Business Facing Strategic Crossroads, Federal National Mortgage Association (Fannie Mae) Jun 2005

Fannie Mae Single Family Guaranty Business Facing Strategic Crossroads, Federal National Mortgage Association (Fannie Mae)

Documents

No abstract provided.


Single Family Guaranty Business Presentation, Federal National Mortgage Association (Fannie Mae) Jun 2005

Single Family Guaranty Business Presentation, Federal National Mortgage Association (Fannie Mae)

Documents

Presentation Slides on Fannie Mae facing strategic crossroads.


Statute For The Establishment And Management Of The Executive Yuan's Financial Restructuring Fund, Taiwan: Executive Yuan Jun 2005

Statute For The Establishment And Management Of The Executive Yuan's Financial Restructuring Fund, Taiwan: Executive Yuan

Documents

No abstract provided.


Isda Publishes Template For Credit Default Swaps On Asset-Backed Securities With Pay As You Go Settlement, International Swap Dealers Association, Inc. (Isda) Jun 2005

Isda Publishes Template For Credit Default Swaps On Asset-Backed Securities With Pay As You Go Settlement, International Swap Dealers Association, Inc. (Isda)

Documents

No abstract provided.


After The Fall (The Economist), The Economist Jun 2005

After The Fall (The Economist), The Economist

Documents

No abstract provided.


Government Ownership Of Banks - The Norwegian Experience, Jarle Bergo Jun 2005

Government Ownership Of Banks - The Norwegian Experience, Jarle Bergo

Documents

No abstract provided.


Ofheo 2005 Report To Congress, Stephen A. Blumenthal Jun 2005

Ofheo 2005 Report To Congress, Stephen A. Blumenthal

Documents

No abstract provided.


Fannie Mae Presentation- Costs And Benefits Of Mission Activities - Project Phineas, Federal National Mortgage Association (Fannie Mae) Jun 2005

Fannie Mae Presentation- Costs And Benefits Of Mission Activities - Project Phineas, Federal National Mortgage Association (Fannie Mae)

Documents

No abstract provided.


Aig Executive Summary Memo From Alan Frost And Gary Gorton, Gary B. Gorton, Alan Frost Jun 2005

Aig Executive Summary Memo From Alan Frost And Gary Gorton, Gary B. Gorton, Alan Frost

Documents

No abstract provided.


Occ Letter From Grace E Dailey To Board Of Directors Re Notification Of Failure To Meet Safety And Soundness Standards And Request For Compliance Plan, Grace E. Dailey Jun 2005

Occ Letter From Grace E Dailey To Board Of Directors Re Notification Of Failure To Meet Safety And Soundness Standards And Request For Compliance Plan, Grace E. Dailey

Documents

This letter is directed to the Citibank Board of Directors


Testimony Of Chairman Alan Greenspan Before The Joint Economic Committee, U.S. Congress June 9, 2005, Alan Greenspan Jun 2005

Testimony Of Chairman Alan Greenspan Before The Joint Economic Committee, U.S. Congress June 9, 2005, Alan Greenspan

Documents

No abstract provided.


Kleros Preferred Funding Cdo Offering Circular, Merrill Lynch International Jun 2005

Kleros Preferred Funding Cdo Offering Circular, Merrill Lynch International

Documents

This offering circular serves the interest of Kleros Preferred Funding and Merrill Lynch.


Social Connections And Group Banking, Dean S. Karlan Jun 2005

Social Connections And Group Banking, Dean S. Karlan

Discussion Papers

No abstract provided.


Cross-Border Donations And Pareto-Efficient Tariffs, Masahiro Endoh Jun 2005

Cross-Border Donations And Pareto-Efficient Tariffs, Masahiro Endoh

Discussion Papers

No abstract provided.


Rural Financial Markets In Developing Countries, Jonathan Conning, Christopher Udry Jun 2005

Rural Financial Markets In Developing Countries, Jonathan Conning, Christopher Udry

Discussion Papers

No abstract provided.


Human Development: Beyond The Hdi, Gustav Ranis, Frances Stewart, Emma Samman Jun 2005

Human Development: Beyond The Hdi, Gustav Ranis, Frances Stewart, Emma Samman

Discussion Papers

No abstract provided.


Improved Har Inference Using Power Kernels Without Truncation, Peter C.B. Phillips, Yixiao Sun, Sainan Jin Jun 2005

Improved Har Inference Using Power Kernels Without Truncation, Peter C.B. Phillips, Yixiao Sun, Sainan Jin

Cowles Foundation Discussion Papers

Employing power kernels suggested in earlier work by the authors (2003), this paper shows how to refine methods of robust inference on the mean in a time series that rely on families of untruncated kernel estimates of the long-run parameters. The new methods improve the size properties of heteroskedastic and autocorrelation robust (HAR) tests in comparison with conventional methods that employ consistent HAC estimates, and they raise test power in comparison with other tests that are based on untruncated kernel estimates. Large power parameter (ρ) asymptotic expansions of the nonstandard limit theory are developed in terms of the usual limiting …


A Two-Stage Realized Volatility Approach To The Estimation For Diffusion Processes From Discrete Observations, Peter C.B. Phillips, Jun Yu Jun 2005

A Two-Stage Realized Volatility Approach To The Estimation For Diffusion Processes From Discrete Observations, Peter C.B. Phillips, Jun Yu

Cowles Foundation Discussion Papers

This paper motivates and introduces a two-stage method for estimating diffusion processes based on discretely sampled observations. In the first stage we make use of the feasible central limit theory for realized volatility, as recently developed in Barndorff-Nielsen and Shephard (2002), to provide a regression model for estimating the parameters in the diffusion function. In the second stage the in-fill likelihood function is derived by means of the Girsanov theorem and then used to estimate the parameters in the drift function. Consistency and asymptotic distribution theory for these estimates are established in various contexts. The finite sample performance of the …


A Simple Approach To The Parametric Estimation Of Potentially Nonstationary Diffusions, Federico M. Bandi, Peter C.B. Phillips Jun 2005

A Simple Approach To The Parametric Estimation Of Potentially Nonstationary Diffusions, Federico M. Bandi, Peter C.B. Phillips

Cowles Foundation Discussion Papers

A simple and robust approach is proposed for the parametric estimation of scalar homogeneous stochastic differential equations. We specify a parametric class of diffusions and estimate the parameters of interest by minimizing criteria based on the integrated squared difference between kernel estimates of the drift and diffusion functions and their parametric counterparts. The procedure does not require simulations or approximations to the true transition density and has the simplicity of standard nonlinear least-squares methods in discrete-time. A complete asymptotic theory for the parametric estimates is developed. The limit theory relies on infill and long span asymptotics and is robust to …


Robust Implementation: The Role Of Large Type Spaces, Dirk Bergemann, Stephen Morris Jun 2005

Robust Implementation: The Role Of Large Type Spaces, Dirk Bergemann, Stephen Morris

Cowles Foundation Discussion Papers

A social choice function is robustly implemented if every equilibrium on every type space achieves outcomes consistent with a social choice function. We identify a robust monotonicity condition that is necessary and (with mild extra assumptions) sufficient for robust implementation. Robust monotonicity is strictly stronger than both Maskin monotonicity (necessary and almost sufficient for complete information implementation) and ex post monotonicity (necessary and almost sufficient for ex post implementation). It is equivalent to Bayesian monotonicity on all type spaces. It requires that there not be too much interdependence of types. We characterize robust monotonicity for some interesting economic environments. We …


Nonstationary Discrete Choice: A Corrigendum And Addendum, Peter C.B. Phillips, Sainan Jin, Ling Hu Jun 2005

Nonstationary Discrete Choice: A Corrigendum And Addendum, Peter C.B. Phillips, Sainan Jin, Ling Hu

Cowles Foundation Discussion Papers

We correct the limit theory presented in an earlier paper by Hu and Phillips (Journal of Econometrics, 2004) for nonstationary time series discrete choice models with multiple choices and thresholds. The new limit theory shows that, in contrast to the binary choice model with nonstationary regressors and a zero threshold where there are dual rates of convergence ( n 1 /4 and n 3 /4 ), all parameters including the thresholds converge at the rate n 3 /4 . The presence of non-zero thresholds therefore materially affects rates of convergence. Dual rates of convergence reappear when stationary variables are present …