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Credit ratings and structured finance
Shapiro, Joel Andrew; Josephson, Jens - 2019
Persistent link: https://www.econbiz.de/10012123385
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Credit ratings and structured finance
Josephson, Jens; Shapiro, Joel Andrew - 2018
-period reputation model in which a CRA both designs and rates securities that are sold both to investors who require highly rated …
Persistent link: https://www.econbiz.de/10011911147
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Ratings competition in the CMBS market
Cohen, Andrew M.; Manuszak, Mark D. - In: Journal of money, credit and banking : JMCB 45 (2013), pp. 93-119
Persistent link: https://www.econbiz.de/10010222568
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Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.; Nawas, Mike E.; Vink, Dennis - In: Finance research letters 20 (2017), pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
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Ratings quality over the business cycle
Bar-Isaac, Heski; Shapiro, Joel Andrew - In: Journal of financial economics 108 (2013) 1, pp. 62-78
Persistent link: https://www.econbiz.de/10009746564
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Advertisement-financed credit ratings
Hoppe-Wewetzer, Heidrun; Siemering, Christian - In: Journal of economics and finance : JEF 46 (2022) 1, pp. 188-206
Persistent link: https://www.econbiz.de/10012795677
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Advertisement-financed credit ratings
Hoppe-Wewetzer, Heidrun; Siemering, Christian - 2020
Persistent link: https://www.econbiz.de/10012219248
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CDOs and the financial crisis : credit ratings and fair premia
Wojtowicz, Marcin - 2011
This paper uses the market-standard Gaussian copula model to show that fair spreads on CDO tranches are much higher than fair spreads on similarly-rated corporate bonds. It implies that credit ratings are not sufficient for pricing, which is surprising given their central role in structured...
Persistent link: https://www.econbiz.de/10011383027
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Wie interagieren Banken und Ratingagenturen? : eine ökonomische Analyse des Bewertungsmarktes für strukturierte Finanzprodukte
Braun, Tobias - 2011
Aspekt dieser Debatte, nämlich die Rolle und Regulierung der Ratingagenturen im Rahmen ihrer Bewertung strukturierter … Emittenten strukturierter Finanzprodukte im Zuge der Entwicklung und Bewertung strukturierter Finanzprodukte als ein klassisches … Bewertung strukturierter Finanzprodukte: (a) Verringerung bzw. Vermeidung des so genannten ratings shopping; (b) Reduzierung der …
Persistent link: https://www.econbiz.de/10011785264
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Ratings quality over the business cycle
Bar-Isaac, Heski; Shapiro, Joel Andrew - 2010
Persistent link: https://www.econbiz.de/10008807662