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Mortgage Loan Securitization and Relative Loan Performance
14 references·0 citing·41 second hop
Mortgage Loan Securitization and Relative Loan Performance (2013)Mortgage Loan Securitization and Relative…SECURITIZATION AND MORTGAGE DEFAULT (2011)SECURITIZATION AND MORTGAGE D…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Did Securitization Lead to La…Understanding the Securitization of Subprime Mortgage Credit (2007)Understanding the Securitizat…Understanding the Securitization of Subprime Mortgage Credit (2006)Understanding the Securitizat…Regulatory Capital and Earnings Management in Banks: The Case of Loan Sales and Securitizations (2005)Regulatory Capital and Earnin…Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? (2005)Does Regulatory Capital Arbit…Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage? (2004)Securitization by Banks and F…Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization? (2004)Does Regulatory Capital Arbit…Credit Card Securitization and Regulatory Arbitrage (2004)Credit Card Securitization an…Banks' Capital, Securitization and Credit Risk: An Empirical Evidence for Canada (2003)Banks' Capital, Securitizatio…Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000)Emerging problems with the Ba…Credit Risk in Private Debt Portfolios (1998)Credit Risk in Private Debt P…Why commercial banks sell loans: an empirical analysis (1987)Why commercial banks sell loa…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Financial Intermediation and Delegated Monitoring (1984)Characteristics of Securitizations that Determine Issuers' Retention of the Risks of the Securitized Assets (2007)Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies (2011)Securitization and Bank Performance (2013)Stability of rating transitions (2000)Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)How rating agencies achieve rating stability (2004)Securitisation and Financial Stability (2009)Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09 (2010)A Survey of Systemic Risk Analytics (2012)Banks and loan sales Marketing nonmarketable assets (1995)A Liquidity-based Model of Security Design (1999)Procyclicality of the financial system and financial stability: Issues and policy options (2001)Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006)The welfare cost of bank capital requirements (2007)The Relationship between Capital and Earnings in Banking (1995)Credit risk measurement: Developments over the last 20 years (1997)Parameterizing credit risk models with rating data (2001)Bank loan losses-given-default: A case study (2005)Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Determinants of corporate borrowing (1977)Adverse Selection in Mortgage Securitization (2010)Collateral, loan quality and bank risk (1990)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Securitization and the Fixed-Rate Mortgage (2014)Asymmetric Information about Collateral Values (2015)Payment Size, Negative Equity, and Mortgage Default (2017)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Reputation Acquisition in Debt Markets (1989)Financial Innovation, Regulation, and Reform (2009)Securitization Without Risk Transfer (2009)The Subprime Turmoil: What's Old, What's New, and What's Next (2009)Econometric Analysis of Cross Section and Panel Data (2001)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Introductory Econometrics for Finance (2008)Did Subjectivity Play a Role in CDO Credit Ratings? (2011)Securitization without risk transfer (2012)Information: Hard and Soft (2018)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)
this work references cited by second hop

References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues497 cited
  • 2007Understanding the Securitization of Subprime Mortgage Credit394 cited
  • 2006Understanding the Securitization of Subprime Mortgage Credit355 cited
  • 1998Credit Risk in Private Debt Portfolios247 cited
  • 2005Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?218 cited
  • 2004Credit Card Securitization and Regulatory Arbitrage197 cited
  • 2011SECURITIZATION AND MORTGAGE DEFAULT141 cited
  • 1987Why commercial banks sell loans: an empirical analysis126 cited
  • 2003Banks' Capital, Securitization and Credit Risk: An Empirical Evidence for Canada92 cited
  • 2005Regulatory Capital and Earnings Management in Banks: The Case of Loan Sales and Securitizations74 cited
  • 2004Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage?65 cited
  • 2004Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization?45 cited

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