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Risk Transfer with CDOs and Systemic Risk in Banking
16 references·7 citing·51 second hop
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this work references cited by second hop

References

  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2009Credit Market Competition and Capital Regulation616 cited
  • 2001Risk and Valuation of Collateralized Debt Obligations599 cited
  • 2005Measuring systemic risk: A risk management approach527 cited
  • 2000Systemic risk: A survey375 cited
  • 2002A Theory of Systemic Risk and Design of Prudential Bank Regulation307 cited
  • 1987Bank funding modes299 cited
  • 2004Risk and hedging: Do credit derivatives increase bank risk?214 cited
  • 2006Correlated Default Risk133 cited
  • 2000Banking and Currency Crisis and Systemic Risk: A Taxonomy and Review127 cited
  • 2004Understanding the Risk of Synthetic CDOs115 cited
  • 2005Practical Volatility and Correlation Modeling for Financial Market Risk Management107 cited
  • 2005Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations106 cited
  • 2004A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risk93 cited
  • 2006Credit Market Competition and Capital Regulation69 cited
  • 2005

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Default Risk Sharing Between Banks and Markets: The Contribution of Collateralized Debt Obligations
56 cited

Cited by

  • 2011Securitization, risk-transferring and financial instability: The case of Spain33 cited
  • 2012Effects of Securitization on Credit Risk and Banking Stability: Empirical Evidence from American Commercial Banks30 cited
  • 2008Lehren aus den Ursachen und dem Verlauf der internationalen Finanzkrise30 cited
  • 2010Securitization and Banks’ Equity Risk29 cited
  • 2009Securitization and Bank Performance27 cited
  • 2014How Does the Market Value Toxic Assets?25 cited
  • 2011Securitization, Bank Lending and Credit Quality: The Case of Spain25 cited