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Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings

Fabozzi, Frank J.; Vink, Dennis - In: The journal of fixed income 21 (2012) 3, pp. 7-14

Persistent link: https://www.econbiz.de/10009532112

The information content of three credit ratings : the case of European residential mortgage-backed securities

Fabozzi, Frank J.; Vink, Dennis - In: The European journal of finance 21 (2015) 1/3, pp. 172-194

Persistent link: https://www.econbiz.de/10010519958

Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities

Fabozzi, Frank J.; Vink, Dennis - In: European financial management : the journal of the … 18 (2012) 4, pp. 515-542

Persistent link: https://www.econbiz.de/10009665585

Creditor protection and credit ratings in the US RMBS market

Breemen, Vivian van; Fabozzi, Frank J.; Nawas, Mike; … - In: Financial markets, institutions & instruments 33 (2024) 3, pp. 267-292

Persistent link: https://www.econbiz.de/10014634627

Intensified competition and the impact on credit ratings in the RMBS market

Breemen, Vivian van; Fabozzi, Frank J.; Vink, Dennis - In: Financial markets, institutions & instruments 32 (2023) 2, pp. 51-86

Persistent link: https://www.econbiz.de/10014252236

Intensified competition and the impact on credit ratings in the RMBS market

Breemen, Vivian van; Fabozzi, Frank J.; Vink, Dennis - 2022

In this paper, we empirically investigate the impact of intensified competition on rating quality in the credit rating market for residential mortgage-backed securities (RMBS) in the period 2017-2020. We provide evidence that competition between large credit rating agencies (CRAs) (Moody's and...