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A critical review of neoclassical modeling techniques in structured finance
Fahey, Brian - In: Journal of post-Keynesian economics : JPKE 35 (2013) 3, pp. 319-340
Persistent link: https://www.econbiz.de/10009759928
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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 … banks in each Europe, Germany and USA between 1994-2009. We identified different main reasons for the banks in each region … to securitize that are in line with observable behavior of market participants. US banks use securitization mainly as …
Persistent link: https://www.econbiz.de/10008907723
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Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi; Bernard, Lucas - In: Journal of economic behavior & organization : JEBO 81 (2012) 2, pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
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How did we get here? : the story of the credit crisis
Sabry, Faten; Okongwu, Chudozie - In: The journal of structured finance 15 (2009) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10003863879
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The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen - In: Journal of risk 16 (2013/2014) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10013262916
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Securitization of subprime credit and the propagation of housing shocks
Yamout, Nadine - In: Journal of economics & business 125/126 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014452671
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The Crisis of Credit and Securitization
Wibier, Reinout M. - 2013
It is almost impossible to really understand the crisis of credit without having an idea of how securitization … closely connected developments that cannot be ignored in this connection. The first is the rise of securitization transactions …
Persistent link: https://www.econbiz.de/10013091079
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The role of ABS CDOs in the financial crisis
Cordell, Larry; Feldberg, Greg; Sass, Danielle - In: The journal of structured finance 25 (2019) 2, pp. 10-27
Persistent link: https://www.econbiz.de/10012125657
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Financial stochastic modeling and the subprime crisis
Latifa, Aitoutouhen; Faris, Hamza - In: International journal of economics, finance and … 4 (2016) 2, pp. 67-77
Persistent link: https://www.econbiz.de/10011657951
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Chapter 20. Credit Derivatives
Hull, John; White, Alan - 2013
This chapter explains how the main types of credit derivatives work and how they are valued. Central to the valuation of credit derivatives is an estimation of the probability that reference entities will default. The chapter discusses both the risk-neutral probabilities of default implied from...
Persistent link: https://www.econbiz.de/10014025358