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Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization?
14 references·10 citing·46 second hop
Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization? (2004)Does Regulatory Capital Arbitrage or Asym…The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis (2004)The Effect of Conforming Loan…Risk-based capital requirements for mortgage loans (2003)Risk-based capital requiremen…Effects of Asset Securitization on Seller Claimants (2001)Effects of Asset Securitizati…Don't Put All Your Eggs in One Basket? Diversification and Specialization in Lending (1999)Don't Put All Your Eggs in On…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…The Role of Capital in Optimal Banking Supervision and Regulation (1998)The Role of Capital in Optima…Mortgage Choice: What's the Point? (1998)Mortgage Choice: What's the P…Credit Risk in Private Debt Portfolios (1998)Credit Risk in Private Debt P…The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence (1997)The Valuation of Complex Deri…The Origins of Securitization, Sources of Its Growth, and Its Future Potential (1996)The Origins of Securitization…Securitization with recourse (1987)Securitization with recourseBank funding modes (1987)Bank funding modesDeterminants of corporate borrowing (1977)Determinants of corporate bor…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Do country-level financial structures explain bank-level CDS spreads? (2017)Do country-level financial st…Determinants of European Banks' Engagement in Loan Securitization (2016)Determinants of European Bank…Securitization and credit risk: Empirical evidence from an emerging economy (2015)Securitization and credit ris…Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed? (2015)Has the Effect of Asset Secur…Mortgage Loan Securitization and Relative Loan Performance (2013)Mortgage Loan Securitization …Securitization, risk-transferring and financial instability: The case of Spain (2011)Securitization, risk-transfer…Securitization and Bank Performance (2009)Securitization and Bank Perfo…Private Equity and Regulatory Capital (2008)Private Equity and Regulatory…Determinants of banks' engagement in loan securitization ⁄ (2007)Determinants of banks' engage…The GSE Implicit Subsidy and the Value of Government Ambiguity (2005)The GSE Implicit Subsidy and …The Theory of Screening, Education, and the Distribution of Income (1975)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Credit Rationing in Markets with Imperfect Information (1981)Financial intermediation as a beliefs-bridge between optimists and pessimists (2004)Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy (2010)Why do (or did?) banks securitize their loans? Evidence from Italy (2010)Proceedings of a Conference on Bank Structure and Competition. 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(2010)Informational Equilibrium (1979)A Theory of the Term Structure of Interest Rates (1985)The loan structure and housing tenure decisions in an equilibrium model of mortgage choice (2009)Evidence on the Benefits of Alternative Mortgage Products (2013)Systematic mistakes in the mortgage market and lack of financial sophistication (2016)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)The Determinants of Credit Spread Changes (2001)The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates (2005)Risk-Based Pricing and the Enhancement of Mortgage Credit Availability among Underserved and Higher Credit-Risk Populations (2006)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 1987Bank funding modes299 cited
  • 1999Don't Put All Your Eggs in One Basket? Diversification and Specialization in Lending289 cited
  • 1998Credit Risk in Private Debt Portfolios247 cited
  • 2003Risk-based capital requirements for mortgage loans179 cited
  • 1998Mortgage Choice: What's the Point?164 cited
  • 1987Securitization with recourse126 cited
  • 2004The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis121 cited
  • 1996The Origins of Securitization, Sources of Its Growth, and Its Future Potential73 cited
  • 2001Effects of Asset Securitization on Seller Claimants65 cited
  • 1997The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence55 cited
  • 1998The Role of Capital in Optimal Banking Supervision and Regulation46 cited

Cited by

  • 2013Mortgage Loan Securitization and Relative Loan Performance79 cited

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2005
The GSE Implicit Subsidy and the Value of Government Ambiguity
75 cited
  • 2016Determinants of European Banks' Engagement in Loan Securitization42 cited
  • 2015Securitization and credit risk: Empirical evidence from an emerging economy41 cited
  • 2011Securitization, risk-transferring and financial instability: The case of Spain33 cited
  • 2007Determinants of banks' engagement in loan securitization ⁄31 cited
  • 2008Private Equity and Regulatory Capital28 cited
  • 2015Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed?27 cited
  • 2009Securitization and Bank Performance27 cited
  • 2017Do country-level financial structures explain bank-level CDS spreads?26 cited