Larry Cordell

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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in Total Papers Downloads

5,956

SSRN CITATIONS
Rank 16,414

SSRN RANKINGS

Top 16,414

in Total Papers Citations

22

CROSSREF CITATIONS

46

Scholarly Papers (16)

The Impact of Student Loan Debt on Small Business Formation

Number of pages: 37 Posted: 31 Mar 2014 Last Revised: 21 Jul 2015
Brent W. Ambrose, Larry Cordell and Shuwei Ma
Pennsylvania State University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 2,434 (7,155)

Abstract:

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Student Loans, Small Business, Debt

The Impact of Student Loan Debt on Small Business Formation

Number of pages: 32 Posted: 22 Jul 2015
Brent W. Ambrose, Larry Cordell and Shuwei Ma
Pennsylvania State University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 355 (107,427)
Citation 4

Abstract:

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Student Loans, Small Business Finance, Debt Capacity

2.
Downloads 1,149 ( 23,670)
Citation 3

CLO Performance

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 61 Posted: 15 Aug 2020 Last Revised: 09 Oct 2021
Larry Cordell, Michael R. Roberts and Michael Schwert
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Pennsylvania - The Wharton School
Downloads 1,146 (23,400)
Citation 3

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collateralized loan obligations, leveraged loans, securitization

Clo Performance

Number of pages: 62 Posted: 01 Nov 2021 Last Revised: 18 Nov 2021
Larry Cordell, Michael R. Roberts and Michael Schwert
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, The Wharton School - University of Pennsylvania; National Bureau of Economic Research (NBER) and University of Pennsylvania - The Wharton School
Downloads 3 (813,853)
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3.

Collateral Damage: Sizing and Assessing the Subprime CDO Crisis

Number of pages: 50 Posted: 09 Aug 2011
Larry Cordell, Yilin Huang and Meredith Williams
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 708 (46,556)
Citation 28

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Inequality in the Time of Covid-19: Evidence from Mortgage Delinquency and Forbearance

Posted: 03 Jun 2021
Xudong An, Larry Cordell, Liang Geng and Keyoung Lee
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia

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Inequality in the Time of COVID-19: Evidence from Mortgage Delinquency and Forbearance

Number of pages: 47 Posted: 22 Feb 2021 Last Revised: 31 Mar 2021
Xudong An, Larry Cordell, Liang Geng and Keyoung Lee
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 235 (165,836)

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COVID-19, mortgage forbearance, mortgage delinquency, inequality, loan modification

5.

The Trust Preferred CDO Market: From Start to (Expected) Finish

Number of pages: 49 Posted: 27 Jun 2011
Larry Cordell, Michael Hopkins and Yilin Huang
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 231 (169,039)
Citation 5

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6.

The Cost of Delay

Number of pages: 29 Posted: 27 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, The Urban Institute - Housing Finance Policy Center and Amherst Securities Group LP
Downloads 182 (210,589)
Citation 2

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Mortgage market, Forclosures, REO liquidation timelines, time-related costs

7.

A Cost-Benefit Analysis of Judicial Foreclosure Delay and a Preliminary Look at New Mortgage Servicing Rules

Number of pages: 34 Posted: 24 Mar 2015 Last Revised: 07 Jul 2015
Larry Cordell and Lauren Lambie-Hanson
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 143 (257,645)
Citation 1

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Mortgage, Foreclosure, Regulation

8.
Downloads 132 (274,244)
Citation 1

Mortgage Loss Severities: What Keeps Them so High?

Number of pages: 49 Posted: 19 Mar 2019 Last Revised: 29 Apr 2020
Xudong An and Larry Cordell
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 117 (300,990)

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loss-given default (LGD), foreclosure timelines, regulatory changes, Heckman two-stage correction, accelerated failure time model

Mortgage Loss Severities: What Keeps Them so High?

Number of pages: 50 Posted: 28 Sep 2020
Xudong An and Larry Cordell
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 15 (710,945)

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loss-given default (LGD), foreclosure timelines, regulatory changes, Heckman twostage model, accelerated failure time model

9.

Asymmetric Information and the Death of ABS CDOs

Number of pages: 36 Posted: 06 Apr 2013
Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Thomas & Son Analytics
Downloads 127 (282,256)
Citation 4

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CDO, securitization, asymmetric, lemons

10.

Understanding and Measuring Risks in Agency Cmos

Number of pages: 28 Posted: 03 Apr 2013
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Andrew Davidson and Co., Inc. and Andrew Davidson and Co., Inc.
Downloads 90 (356,645)
Citation 1

Abstract:

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Mortgage finance, Collateralized mortgage obligation

Bank Stress Test Results and Their Impact on Consumer Credit Markets

Number of pages: 83 Posted: 05 Aug 2020
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 54 (476,602)

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bank stress tests, credit supply, cost of credit, credit usage, credit performance, credit cards, mortgages, home equity lines of credit

Bank Stress Test Results and Their Impact on Consumer Credit Markets

Number of pages: 84 Posted: 03 Aug 2020
National University of Singapore, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 35 (568,449)

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bank stress tests, credit supply, cost of credit, credit usage, credit performance, credit cards

12.

Regime Shift and the Post-Crisis World of Mortgage Loss Severities

Number of pages: 46 Posted: 10 Apr 2017
Xudong An and Larry Cordell
Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 80 (383,055)

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mortgages, housing market, government intervention

13.

The Cost of Foreclosure Delay

Real Estate Economics, Vol. 43, Issue 4, pp. 916-956, 2015
Number of pages: 41 Posted: 26 Oct 2015
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Federal Reserve Banks - Federal Reserve Bank of Philadelphia, The Urban Institute - Housing Finance Policy Center and Amherst Securities Group LP
Downloads 1 (801,088)
Citation 6
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14.

The Incentives of Mortgage Servicers: Myths and Realities

Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Brookings Institution and Board of Governors of the Federal Reserve System

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15.

Designing Loan Modifications to Address the Mortgage Crisis and the Making Home Affordable Program

Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Brookings Institution and Board of Governors of the Federal Reserve System

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16.

The Role of ABS CDOs in the Financial Crisis

Cordell, Larry; Feldberg, Greg; Sass, Danielle. Journal of Structured Finance; New York Vol. 25, Iss. 2, (Summer 2019): 10-27
Posted: 30 Aug 2019
Greg Feldberg, Larry Cordell and Danielle Sass
Yale University - Yale Program on Financial Stability, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Department of Statistics

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asset-backed securities (ABS), credit risk management, financial crises and financial market history