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All web results to the name "Tomasz Piskorski"

Optimal Mortgage Design by Tomasz Piskorski, Alexei Tchistyi :: SSRN

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This paper studies optimal mortgage design in a continuous time setting with volatile and privately observable income, costly foreclosure, and a stochastic mark

File:Tomasz Piskorski jpg - Wikimedia Commons

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File:Tomasz Piskorski jpg. From Wikimedia Commons, the free media repository. Jump to: navigation, search. File; File history; File usage ...

SSRN-Stochastic House Appreciation and Optimal Mortgage Lending by...

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SSRN-Stochastic House Appreciation and Optimal Mortgage Lending by Tomasz Piskorski, Alexei Tchistyi

Mortgage Rates, Household Balance Sheets, and the Real Economy by...

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This paper investigates the impact of lower mortgage rates on household balance sheets and other economic outcomes during the housing crisis. We use proprietary

File:Tomasz Piskorski scout.jpg - Wikimedia Commons

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English: Tomasz Piskorski on a scout camp. Polski: Tomasz Piskorski na obozie harcerskim. Date, Source, zbiory rodzinne. Author, Tomasz Piskorski.

Optimal Dynamic Contracts with Moral Hazard and Costly Monitoring by...

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We introduce a tractable dynamic monitoring technology into a continuous-time moral-hazard problem and study the optimal long-term contract between principal an

Asset Quality Misrepresentation by Financial Intermediaries: Evidence...

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We contend that buyers received false information about the true quality of assets in contractual disclosures by intermediaries during the sale of mortgages in

Securitization and Distressed Loan Renegotiation: Evidence from the...

papers.ssrn.com

We examine whether securitization impacts renegotiation decisions of loan servicers, focusing on their decision to foreclose a delinquent loan. Conditional on a

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