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Toxic asset subsidies and the early redemption of talf loans

Wilson, Linus - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-20

predict the early redemption of Term Asset-Backed Securities Loan Facility (TALF) loans used to purchase commercial mortgage …

Persistent link: https://www.econbiz.de/10013252762

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

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

Arbitraging the Basel securitization framework : evidence from German ABS investment

Efing, Matthias - 2016

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...