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Tracing European structured finance counterparty networks
Amzallag, Adrien; Blau, Maximilian L. - 2017
services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the …
Persistent link: https://www.econbiz.de/10011745805
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Structured Eurobonds
Bauer, Christian; Herz, Bernhard; Hild, Alexandra - 2011
This paper develops a market-based approach to implement so called Eurobonds, i.e. common sovereign debt securities of European Monetary Union (EMU) countries. By applying an asset-backed security (ABS) approach positive implications of a common bond can be achieved and negative incentives (e.g....
Persistent link: https://www.econbiz.de/10010356071
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Securitization and credit quality
Kara, Alper; Marqués Ibáñez, David; Ongena, Steven - 2017
securitization activity on loans' relative credit quality employing a uniquely detailed dataset from the euro-denominated syndicated … securitization, however, the credit quality of borrowers whose loans are securitized deteriorates by more than those in the control … detailed loan-by-loan information on loan credit quality would be useful to reap out the benefits of securitization. …
Persistent link: https://www.econbiz.de/10011636924
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SME loan securitisation : an important tool to support European SME lending
Kraemer-Eis, Helmut; Schaber, Markus; Tappi, Alessandro - 2010
Securitisation has, after a period of significant growth throughout the last 10-15 years, become the finance area which has fallen the most from its peak – both in terms of new volumes as well as its image as an innovative and efficient financing tool. While market insiders, including...
Persistent link: https://www.econbiz.de/10011862600
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Asset-backed securities : the key to unlocking Europe's credit markets?
Altomonte, Carlo; Bussoli, Patrizia - 2014
Direct European Central Bank intervention in the market for asset-backed securities (ABS) has the potential to become, under certain conditions, a mechanism to unlock credit markets in the euro area. * When and how the ECB acts will be significant. Acting immediately to purchase existing...
Persistent link: https://www.econbiz.de/10010381399
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Risk Retention in the European Securitization Market : Skimmed by the Skin-in-The-Game Methods?
van Breemen, Vivian M.; Schwarz, Claudia; Vink, Dennis - 2023
using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the … investigated the impact of these methods on the pricing of securitization tranches and found that investors adjust the risk premium …
Persistent link: https://www.econbiz.de/10014349343
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Report on the institutional and regulatory differences between the American and European securitization markets
Levitin, Adam J. - 2023
securitization markets. In particular, it considers the way the American and European regulatory systems have responded to moral … hazard concerns in securitization, and it examines potential factors constraining the European securitization market after …
Persistent link: https://www.econbiz.de/10014424095
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Vehicle identifiers : the key to jumpstarting the European Green Auto ABS market?
Hackmann, Angelina; Lindner, Vincent; Pelizzon, Loriana; … - 2024
This paper addresses the need for transparent sustainability disclosure in the European Auto AssetBacked Securities (ABS) market, a crucial element in achieving the EU's climate goals. It proposes the use of existing vehicle identifiers, the Type Approval Number (TAN) and the...
Persistent link: https://www.econbiz.de/10014490735
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Securitisation and Lending Standards : Evidence from the European Wholesale Loan Market
Kara, Alper - 2015
We assess the effect of securitization activity on banks' loan pricing practices employing a uniquely detailed dataset … securitized, the amount of securitization activity by the originating bank was not related to lower loan spreads. Our results … aggressiveness) than securitization activity …
Persistent link: https://www.econbiz.de/10013038164
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Tracing European Structured Finance Counterparty Networks
Amzallag, Adrien - 2017
services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the …
Persistent link: https://www.econbiz.de/10012943878