SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
CMBS Subordination, Ratings Inflation, and Regulatory‐Capital Arbitrage
16 references·5 citing·50 second hop
CMBS Subordination, Ratings Inflation, and Regulatory‐Capital Arbitrage (2017)CMBS Subordination, Ratings Inflation, an…How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)How Much of the Corporate-Tre…The role of institutional investors in propagating the crisis of 2007–2008 (2011)The role of institutional inv…Rating Agencies in the Face of Regulation (2011)Rating Agencies in the Face o…Did Subjectivity Play a Role in CDO Credit Ratings? (2011)Did Subjectivity Play a Role …Credit Default Swaps and the Credit Crisis (2010)Credit Default Swaps and the …Understanding the Subprime Mortgage Crisis (2009)Understanding the Subprime Mo…The Economics of Structured Finance (2009)The Economics of Structured F…The Credit Ratings Game (2009)The Credit Ratings GameThe Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Ratings shopping and asset complexity: A theory of ratings inflation (2009)Ratings shopping and asset co…Rating the raters: Are reputation concerns powerful enough to discipline rating agencies? (2009)Rating the raters: Are reputa…CAUSES OF THE FINANCIAL CRISIS (2009)CAUSES OF THE FINANCIAL CRISISEconomic Catastrophe Bonds (2008)Economic Catastrophe BondsEmerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000)Emerging problems with the Ba…THEORY OF RISK CAPITAL IN FINANCIAL FIRMS (1993)THEORY OF RISK CAPITAL IN FIN…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Reputations and credit ratings: Evidence from commercial mortgage-backed securities (2019)Reputations and credit rating…Bank Risk Dynamics and Distance to Default (2019)Bank Risk Dynamics and Distan…The Bond Pricing Implications of Rating-Based Capital Requirements (2017)The Bond Pricing Implications…Do Labor Markets Discipline? Evidence from RMBS Bankers (2017)Do Labor Markets Discipline? …A Model of Shadow Banking (2012)A Model of Shadow BankingPredation, reputation, and entry deterrence (1982)Sequential Equilibria (1982)Reputation Acquisition in Debt Markets (1989)The failure of models that predict failure: Distance, incentives, and defaults (2014)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)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09 (2010)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)Reaching for Yield in the Bond Market (2014)Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Limited attention, information disclosure, and financial reporting (2003)Overconfidence and Speculative Bubbles (2003)Markets: The Credit Rating Agencies (2010)Quality Disclosure and Certification: Theory and Practice (2010)How did increased competition affect credit ratings? (2011)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)Constraints on short-selling and asset price adjustment to private information (1987)The Limits of Arbitrage (1995)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Systemic Risk and Stability in Financial Networks (2013)The Rise of Shadow Banking: Evidence from Capital Regulation (2018)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)Back to the basics in banking? A micro-analysis of banking system stability (2009)Neglected risks, financial innovation, and financial fragility (2011)Credit Rationing in Markets with Imperfect Information (1981)House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis (2011)Liquidity risk management and credit supply in the financial crisis (2011)Household Balance Sheets, Consumption, and the Economic Slump* (2013)The Pricing of Options and Corporate Liabilities (1973)Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)Liquidity and Asset Prices (2006)The Illiquidity of Corporate Bonds (2011)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)The anatomy of bank diversification (2009)Loan growth and riskiness of banks (2010)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)
this work references cited by second hop

References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2009Understanding the Subprime Mortgage Crisis1,012 cited
  • 2012How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?1,000 cited
  • 2009The Credit Ratings Game966 cited
  • 2009The Economics of Structured Finance750 cited
  • 2009Rating the raters: Are reputation concerns powerful enough to discipline rating agencies?560 cited
  • 2009CAUSES OF THE FINANCIAL CRISIS542 cited
  • 2010Credit Default Swaps and the Credit Crisis511 cited
  • 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues497 cited
  • 2009Ratings shopping and asset complexity: A theory of ratings inflation461 cited
  • 2008Economic Catastrophe Bonds416 cited
  • 2011Rating Agencies in the Face of Regulation386 cited
  • 1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS350 cited
  • 2011Did Subjectivity Play a Role in CDO Credit Ratings?346 cited
  • 2011The role of institutional investors in propagating the crisis of 2007–2008

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

317 cited

Cited by

  • 2019Reputations and credit ratings: Evidence from commercial mortgage-backed securities55 cited
  • 2017The Bond Pricing Implications of Rating-Based Capital Requirements42 cited
  • 2017Do Labor Markets Discipline? Evidence from RMBS Bankers38 cited
  • 2012A Model of Shadow Banking36 cited
  • 2019Bank Risk Dynamics and Distance to Default32 cited