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An empirical analysis of factors responsible for the use of capital market instruments in infrastructure project finance
Rao, Vivek - 2020
The paper provides an empirical analysis of factors affecting the use of capital market instruments for financing infrastructure public-private partnership (PPP) projects. The findings of the paper contain useful policy guidance as the data provides some evidence to suggest that banks play a...
Persistent link: https://www.econbiz.de/10012182747
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Structured finance influence on financial market stability : evaluation of current regulatory developments
Schütz, Sebastian A. - 2010
theoretical models and a survey of institutions involved in securitization. With the conclusions of this analysis we evaluate the …
Persistent link: https://www.econbiz.de/10008695393
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Determinants of structured finance issuance : a cross-country comparison
Schuetz, Sebastian A. - 2011 - This version: February 2011
understanding for the motivation to originate securitization products is less discovered. Therefor this paper tries to identify main … to securitize that are in line with observable behavior of market participants. US banks use securitization mainly as … and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …
Persistent link: https://www.econbiz.de/10008907723
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Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias - 2015
This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on individual asset holding data of German banks. I find that those banks operating with tight regulatory constraints pick the securities with the highest yield and lowest collateral...
Persistent link: https://www.econbiz.de/10011391709
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Ökonomische Analyse europäischer Bankenregulierung : Verbriefung und Interbankenmarkt im Fokus
Bobek, Andreas; Bohm, Thomas; Neuner, Stefan; Paintner, … - 2011
Die Bankenneuregulierung der Europäische Kommission sieht eine Beschränkung der Kreditvergabe im Interbankenmarkt auf 25 % des Eigenkapitals sowie einen Selbsteinbehalt des Originators in Höhe von 5 % am gesamten zu verbriefenden Forderungsportfolio vor. Eine starre Regulierung führt aber...
Persistent link: https://www.econbiz.de/10009413577
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Arbitraging the Basel Securitization Framework : evidence from German ABS investment
Efing, Matthias - 2014
yield. Studying securitization exposures on the balance sheets of German banks, I show evidence consistent with this …
Persistent link: https://www.econbiz.de/10011293796
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Securitisation, Bank Capital and Financial Regulation : Evidence from European Banks
Scopelliti, Alessandro - 2017
The paper analyses how banks manage their capital position when they securitise, by focusing on the issuances sponsored by European banks before and after the financial crisis. Stylised facts suggest that, at the time of the crisis, European banks continued to issue structured products, but by...
Persistent link: https://www.econbiz.de/10012954852
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Bank Capital, Securitization and Credit Risk : An Empirical Evidence
Dionne, Georges - 2014
, securitization and bank risk-taking in a context of the rapid growth in off-balance-sheet activities. The data come from the Canadian … financial sector. Evidence from the 1988-1998 period indicates that: (a) securitization has a negative statistical link with … securitization and bank risk-taking. Profit-risk measure is more sensitive than loss-risk measure to the variation in securitization …
Persistent link: https://www.econbiz.de/10013053987
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Arbitraging the Basel Securitization Framework : Evidence from German Abs Investment
Efing, Matthias - 2016
This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on individual asset holding data of German banks. I find that those banks operating with tight regulatory constraints pick the securities with the highest yield and lowest collateral...
Persistent link: https://www.econbiz.de/10012988659
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Arbitraging the Basel Securitization Framework : Evidence from German ABS Investment
Efing, Matthias - 2021
This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on individual asset holding data of German banks. I find that banks operating with tight regulatory constraints exploit the low risk-sensitivity of rating-contingent capital requirements...
Persistent link: https://www.econbiz.de/10013248849