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- 2023
- 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) affects 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...
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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
Mojir, Navid, and Sriya Anbil. "The Value of Professional Ties in B2B Markets." Harvard Business School Working Paper, No. 22-037, November 2021. (Revised September 2023.)
- 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...
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Keywords:
CMBS;
CLO;
Repo Financing;
Real Estate;
Financial Strategy;
Investment Funds;
Financing and Loans
- January 2013 (Revised June 2017)
- Case
The Perfect Storm: What Happens When the Market Moves Four Standard Deviations?
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...
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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...
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Keywords:
Financial Crisis;
Borrowing and Debt;
Cost of Capital;
Credit;
Financing and Loans;
Interest Rates;
Investment;
Framework;
Risk and Uncertainty;
Financial Services Industry
Jurek, Jakub W., and Erik Stafford. "Crashes and Collateralized Lending." Harvard Business School Working Paper, No. 11-025, September 2010.