Staff Data Projects
The Story of a Mortgage-Backed Security: Inside CMLTI 2006-NC2
CMLTI 2006-NC2, the Commission's case study deal, is just one of hundreds of mortgage- backed securities issued in the years before the crisis. Track the detailed history of the deal and see how securitization worked.
CDO Library
Collateralized debt obligations (CDOs) turned out to be some of the most toxic assets during the crisis. Read the pitch books, term sheets, and offering circulars for selected collateralized debt obligations (CDOs).
Surveys
Market participants provided information about repo lending, commercial paper, derivatives, securities lending, and leverage.
