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Publications

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  • All HBS Web  (15)
    • Faculty Publications  (5)

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    • All HBS Web  (15)
      • Faculty Publications  (5)

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      • 2022
      • Working Paper

      The Value of Professional Ties in B2B Markets

      By: Navid Mojir and Sriya Anbil
      We study how a particular form of social ties (i.e., professional ties proxied by past employment) affect price and profitability in business-to-business (B2B) markets. While most of the work on social ties focuses on information diffusion in business-to-consumer...  View Details
      Keywords: Professional Ties; Social Ties; Business-to-business Marketing; B2B Marketing; Repo; Individual Connections; B2B Pricing; Pricing; Decision-making In Financial Markets; Marketing; Relationships; Price; Financial Markets; Decision Making
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      Mojir, Navid, and Sriya Anbil. "The Value of Professional Ties in B2B Markets." Harvard Business School Working Paper, No. 22-037, November 2021. (Revised August 2022.)
      • July 2018
      • Teaching Note

      The Perfect Storm: What Happens When the Market Moves Four Standard Deviations?

      By: Nori Gerardo Lietz and Sayiddah Fatima McCree
      Adam Carter was the portfolio manager for Tate Modern Finance III, L.P. (“Tate” or the “Fund”), the third in a series of U.S. commercial real estate debt funds sponsored by the London-based Tate Partners. The Fund was capitalized with $700 million of equity...  View Details
      Keywords: CMBS; CLO; Repo Financing; Real Estate; Financial Strategy; Investment Funds; Financing and Loans
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      Lietz, Nori Gerardo, and Sayiddah Fatima McCree. "The Perfect Storm: What Happens When the Market Moves Four Standard Deviations?" Harvard Business School Teaching Note 219-006, July 2018.
      • 2015
      • Working Paper

      Collateral Shortages and Intermediation Networks

      By: Marco Di Maggio and Alireza Tahbaz-Salehi
      This paper argues that in the presence of trading frictions and agency problems, the interbank market may be overly fragile, in the sense that small changes in the liquidity of assets used as collateral may lead to large swings in haircuts and a potential credit...  View Details
      Keywords: Financial Intermediation; Financial Networks; Secured Lending; Collateral; Repo Runs; ABCP Collapse; Networks; Negotiation; Financing and Loans; Financial Crisis
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      Di Maggio, Marco, and Alireza Tahbaz-Salehi. "Collateral Shortages and Intermediation Networks." Working Paper, November 2015. (Revise and Resubmit to The Review of Financial Studies.)
      • January 2013 (Revised June 2017)
      • Case

      The Perfect Storm: What Happens When the Market Moves Four Standard Deviations?

      By: Nori Gerardo Lietz
      Adam Carter was the portfolio manager for Tate Modern Finance III, L.P. (“Tate” or the “Fund”), the third in a series of U.S. commercial real estate debt funds sponsored by the London-based Tate Partners. The Fund was capitalized with $700 million of equity...  View Details
      Keywords: CMBS; CLO; Repo Financing; Financial Strategy; Investment Funds; Financing and Loans
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      Lietz, Nori Gerardo. "The Perfect Storm: What Happens When the Market Moves Four Standard Deviations?" Harvard Business School Case 213-077, January 2013. (Revised June 2017.)
      • 2010
      • Working Paper

      Crashes and Collateralized Lending

      By: Jakub W. Jurek and Erik Stafford
      This paper develops a parsimonious static model for characterizing financing terms in collateralized lending markets. We characterize the systematic risk exposures for a variety of securities and develop a simple indifference-pricing framework to value the systematic...  View Details
      Keywords: Financial Crisis; Borrowing and Debt; Cost of Capital; Credit; Financing and Loans; Interest Rates; Investment; Framework; Risk and Uncertainty; Financial Services Industry
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      Jurek, Jakub W., and Erik Stafford. "Crashes and Collateralized Lending." Harvard Business School Working Paper, No. 11-025, September 2010.
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