• Credit securitization decisions 

      Sarmiento, Camilo (Routledge Taylor and Francis Group, 2012)
      Government Sponsor Enterprises (GSEs) purchase mor tgage loans from approved lenders, either for cash or in exchange for a mortgage-backed security that comprises thoseloans.TheGSEs guarantee timelypayment ofinter est and ...
    • Note rate modifications and subprime default rates 

      Sarmiento, Camilo (Routledge Taylor and Francis GroupEstados Unidos, 2009)
      An important instrument to mitigate credit losses is modification of note rates of distressed borrowers. From a logistic model of early default, this article inferred the note rate impact on loan default probabilities, ...