We examine the link between issuer reputation and mortgage-backed security (MBS) performance using a sample of 4 …

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. …

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 …

In this paper we examine the effects of limited liability on mortgage dynamics. While the literature has focused on …

euro area, repayments of the mortgage loans granted in the boom preceding the financial crisis have been dragging down net …

-sponsored mortgage guarantees by Fannie Mae and Freddie Mac. …

banks' risk positions. In this respect, the recent experience of the sub-prime mortgage loans crisis is very instructive …

securitization activity, weak supervision for bank capital and too low for too long monetary policy rates. Conversely, low long … origins of the crisis and have important policy implications. - Lending standards ; monetary policy ; securitization ; bank …