mortgages. Then, I analyze the process of securitization, as used in corporate finance to raise funding, and explain how these …

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …

yield. Studying securitization exposures on the balance sheets of German banks, I show evidence consistent with this …

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …

This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on … with the highest yield and the lowest collateral performance among ABS with the same regulatory risk weight. This reaching …

This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on … with the highest yield and the lowest collateral performance among ABS with the same regulatory risk weight. This reaching …

via early warning systems. We analyzed the performance of structured finance ratings and structured finance issuance … theoretical models and a survey of institutions involved in securitization. With the conclusions of this analysis we evaluate the …

credit risk transfer instrument and to increase performance, while European originators focus on regulatory capital arbitrage … and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed …. -- regulatory arbitrage ; securitization ; subprime crisis ; ABS ; credit risk transfer ; Basel III ; liquidity …