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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - 2010
that banks used this form of securitization to concentrate, rather than disperse, financial risks in the banking sector …
Persistent link: https://www.econbiz.de/10003937027
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Asset Backed Securities - Transaktionen von Banken und deren internationalen Aspekte : regulatorische Besonderheiten, Marktprophylaxe durch die Kriterien nach Basel II und die Evid...
Kohler, Nico - 2008
In der vorliegenden Arbeit wird untersucht, ob regulatorische Kapitalarbitrage durch Verbriefung nach Basel II … Arbeit. Im Rahmen der internationalen Finanzkrise wurde bei der IKB analysiert, inwieweit regulatorische Vorschriften versagt …
Persistent link: https://www.econbiz.de/10003917617
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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - 2012
Persistent link: https://www.econbiz.de/10009502459
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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 … 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
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Securitization rating performance and agency incentives
Rösch, Daniel; Scheule, Harald - 2011
Persistent link: https://www.econbiz.de/10009259872
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Securitization rating performance and agency incentives
Rösch, Daniel; Scheule, Harald - In: Portfolio and risk management for central banks and …, (pp. 287-314). 2011
Persistent link: https://www.econbiz.de/10009405171
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Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H.; Dwyer, Gerald P. <jun.>; Flavin, Thomas J. - In: Open economies review 24 (2013) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10009737967
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CDOs and systematic risk : why bond ratings are inadequate
Krahnen, Jan Pieter; Wilde, Christian - 2009
This paper analyzes the risk properties of typical asset-backed securities (ABS), like CDOs or MBS, relying on a model with both macroeconomic and idiosyncratic components. The examined properties include expected loss, loss given default, and macro factor dependencies. Using a two-dimensional...
Persistent link: https://www.econbiz.de/10003864303
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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - In: Post-crisis regulatory reforms to secure financial …, (pp. 201-254). 2010
Persistent link: https://www.econbiz.de/10008939333
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Securitization without risk transfer
Acharya, Viral V.; Schnabl, Philipp; Suárez, Gustavo A. - In: Journal of financial economics 107 (2013) 3, pp. 515-536
Persistent link: https://www.econbiz.de/10009730613