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Increasing transparency and opportunity with loan-level performance data
Colling, Dave; Samborn, Kevin - In: The journal of structured finance 18 (2012) 3, pp. 70-76
Persistent link: https://www.econbiz.de/10009681486
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The Global Financial Crisis & Asset-Backed Securitization Regulatory Responses Thereto in the EU and the United States
Fuhriman, Troy C - 2017
The United States and the European Union (“EU”) are at the forefront of financial market re‐regulation in the wake of … of a comprehensive, yet fairly disjointed, re-regulation of domestic and international financial markets, including … evident in the primary areas of securitization regulation thus far, the so‐called “skin in the game” regulations and …
Persistent link: https://www.econbiz.de/10012971090
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Skin-in-the-game in ABS transactions : a critical review of policy options
Krahnen, Jan Pieter; Wilde, Christian - 2017
This paper applies the theory of structured finance to the regulation of asset backed securities. We find the current … regulation in Europe (Article 405 of the CRR) and the US (Section D of Dodd-Frank Act) to be severely flawed with respect to its …
Persistent link: https://www.econbiz.de/10011593319
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Tracing European structured finance counterparty networks
Amzallag, Adrien; Blau, Maximilian L. - 2017
Asset-backed securities (ABSs) and covered bonds (CBs) are structured finance instruments that require a range of key services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the network between issuers and service providers has...
Persistent link: https://www.econbiz.de/10011745805
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The impact of regulatory changes on rating behaviour
Karimov, Nodirbek; Kara, Alper; Downing, Gareth; … - 2024
We examine rating behaviour after the introduction of new regulations regarding Credit Rating Agencies (CRAs) in the European securitisation market. Employing a large sample of 12,469 ABS tranches issued between 1998 and 2018, we examine the information content of yield spreads of ABS at the...
Persistent link: https://www.econbiz.de/10014507193
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Regulatory convergence in EU securites regulation
Chiu, Iris H.-Y. - 2008
Persistent link: https://www.econbiz.de/10003786301
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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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Risk retention in the European securitization market : skimmed by the skin-in-the-game methods?
Breemen, Vivian van; Schwarz, Claudia; Vink, Dennis - 2023
using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the …
Persistent link: https://www.econbiz.de/10014362634
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Skin-in-the-game in ABS transactions : a critical review of policy options
Krahnen, Jan Pieter; Wilde, Christian - In: Journal of financial stability 60 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013455969
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How to green the European Auto ABS market? : a literature survey
Latino, Carmelo; Pelizzon, Loriana; Riedel, Max - 2023
This literature survey explores the potential avenues for the design of a green auto asset-backed security by focusing on the European auto securitization market. In this context, we examine the entire value chain of the securitization process to understand the incentives and interests involved...
Persistent link: https://www.econbiz.de/10014308220