that there is a large re-securitization rate distinction between AAA- and non AAA-rated tranches. Less than 1% of AAA …

using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the … investigated the impact of these methods on the pricing of securitization tranches and found that investors adjust the risk premium …

loan guarantees, lenders transfer credit risk using securitization and do not price credit risk into mortgage contracts. In …

covered bond market bears a number of similarities to U.S. agency securitization. In this paper we describe the key features …

shadow banks in securitization markets. Exploiting the election of Donald Trump as an exogenous shock that reduces carbon … risk, we find that banks’ securitization decisions are sensitive to borrowers’ carbon footprints. Banks are more likely to … is reduced after Trump’s election. Importantly, securitization enables banks to offer lower interest rates to polluting …

securitization activity on loans' relative credit quality employing a uniquely detailed dataset from the euro-denominated syndicated … securitization, however, the credit quality of borrowers whose loans are securitized deteriorates by more than those in the control … detailed loan-by-loan information on loan credit quality would be useful to reap out the benefits of securitization. …