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 …

securitization activity, weak supervision for bank capital and too low for too long monetary policy rates. Conversely, low long …

This paper investigates the market pricing of subprime mortgage risk on the basis of data for the ABX.HE family of … indices, which have become a key barometer of mortgage market conditions during the recent financial crisis. After an …

The paper shows that mispriced deposit insurance and capital regulation were of second order importance in determining …

How do near-zero interest rates affect optimal bank capital regulation and risk-taking? I study this question in a …

We investigate the effect of securitization activity on banks’ lending standards using evidence from pricing behavior … aggressive on their loan pricing practices. This suggests that securitization activity lead to laxer credit standards …. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more …

We investigate the effect of securitization activity on banks' lending standards using evidence from pricing behavior … aggressive on their loan pricing practices. This suggests that securitization activity lead to laxer credit standards …. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more …