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Purpose

The purpose of this paper is to connect the dots between subprime mortgage lending and the financial crisis of 2008.

Design/methodology/approach

Descriptive analysis of structured securities.

Findings

The innovation of structured securities was incorrectly implemented in the case of mortgage‐related securities.

Research limitations/implications

There is no centralized source for data connecting mortgages with securities, thereby making a rigorous, statistical analysis impossible.

Practical implications

The US Congress authorized $700 billion to purchase “troubled assets,” defined as “residential or commercial mortgages and any securities, obligations, or other instruments that are based on or related to such mortgages … ” This paper exploits the difference between mortgages and those securities.

Originality/value

The paper extends knowledge on the topic of mortgage related securities.

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