Similar Search Results

Global securitisation and CDOs

Deacon, John - 2004

Persistent link: https://www.econbiz.de/10001803015

Are covered bonds different from securitization bonds? : a comparative analysis of credit spreads

Correia, Mafalda C.; Pinto, João M. - In: European financial management : the journal of the … 29 (2023) 3, pp. 841-900

Persistent link: https://www.econbiz.de/10014327818

Credit scoring in SME asset-backed securities : an Italian case study

Bedin, Andrea; Billio, Monica; Costola, Michele; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/89, pp. 1-28

We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...

Persistent link: https://www.econbiz.de/10012022072

Credit scoring in SME asset-backed securities : an Italian case study

Bedin, Andrea; Billio, Monica; Costola, Michele; … - 2019

Persistent link: https://www.econbiz.de/10012111366

A direct test of agency theories of debt : evidence from residential mortgage-backed securities

Huang, Yilin; Nadauld, Taylor D. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1792-1809

Persistent link: https://www.econbiz.de/10012022665

Credit securitization and credit derivatives : financial instruments and the credit risk management of middle market commercial loan portfolios

Henke, Sabine; Burghof, Hans-Peter; Rudolph, Bernd - 1998

through diversification. In recent years, the development of markets for credit securitization and credit derivatives has … are quite severe. A potential successful application of credit securitization and credit derivatives for managing credit …

Persistent link: https://www.econbiz.de/10009768847

Credit derivatives and loan yields

Azam, Nimita; Mamun, Abdullah al; Tannous, George F. - In: The financial review : the official publication of the … 57 (2022) 1, pp. 205-241

Persistent link: https://www.econbiz.de/10012819512

Financial intermediation theory and implications for the sources of value in structured finance markets

Mitchell, Janet - 2005

Structured finance instruments represent a form of securitization technology which can be defined by the … securitization, in order to identify the economic forces underlying the creation of SF instruments. A question addressed is under … what circumstances one would expect to observe pooling alone (as with traditional securitization) versus pooling and …

Persistent link: https://www.econbiz.de/10011625592

Combination notes : market segmentation and equity transfer

Schaber, Albert - 2008 - This version: December 2008

This paper empirically analyzes a particular type of notes observed in securitization transactions: combination notes …. Combination notes are formed by combining parts of two or more tranches of securitization transactions, where one part usually …

Persistent link: https://www.econbiz.de/10010442168

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