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.

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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).

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Market participants provided information about repo lending, commercial paper, derivatives, securities lending, and leverage.

Hedge Fund Survey
Market Risk Survey

CDO Charts

How 793 CDO deals compare.

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