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Mortgage-backed securities and the financial crisis of 2008 – a post-mortem

Juan Ospina, Harald Uhlig  |  May 16, 2018

“… AAA securities did ok: on average, their total cumulated losses up to 2013 are 2.3 percent. … Together, these facts provide challenge the conventional narrative, that improper ratings of RMBS were a major factor in the financial crisis of 2008.”

 
 
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