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Loss Allocation in Securitization Transactions
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Loss Allocation in Securitization Transactions (2012)Loss Allocation in Securitization Transac…Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis (2010)Securitization and Distressed…Originate-to-distribute Model and the Subprime Mortgage Crisis (2010)Originate-to-distribute Model…Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations (2009)Securitization and the Declin…Frailty Correlated Default (2009)Frailty Correlated DefaultDoes industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Does industry-wide distress a…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Risk management, capital structure and lending at banks (2003)Risk management, capital stru…A risk-factor model foundation for ratings-based bank capital rules (2003)A risk-factor model foundatio…Risk and Valuation of Collateralized Debt Obligations (2001)Risk and Valuation of Collate…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Banks and loan sales Marketing nonmarketable assets (1995)Banks and loan sales Marketin…The role of collateral in credit markets with imperfect information (1987)The role of collateral in cre…Incentive-Compatible Debt Contracts: The One-Period Problem (1985)Incentive-Compatible Debt Con…Optimal contracts and competitive markets with costly state verification (1979)Optimal contracts and competi…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Common risk factors in the returns on stocks and bonds (1993)Econometric Analysis of Cross Section and Panel Data (2001)Bank Liquidity Creation (2009)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)A Theory of the Term Structure of Interest Rates (1985)Credit Risk Modeling (2004)Economic Catastrophe Bonds (2008)Did Subjectivity Play a Role in CDO Credit Ratings? (2011)Corporate financing and investment decisions when firms have information that investors do not have (1984)Neglected risks, financial innovation, and financial fragility (2011)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Financial Intermediation and Delegated Monitoring (1984)Loan Sales and Relationship Banking (2008)A Model of Shadow Banking (2013)Credit Rationing in Markets with Imperfect Information (1981)Reputation Acquisition in Debt Markets (1989)Asymmetric Information, Bank Lending and Implicit Contracts: A Stylized Model of Customer Relationships (1990)The role of capital in financial institutions (1995)Theory of Value (1959)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Agency Costs, Net Worth, And Business Fluctuations (1988)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)On the coherence of expected shortfall (2002)Market discipline, disclosure and moral hazard in banking (2006)Common Failings: How Corporate Defaults Are Correlated (2007)Does Competition Reduce the Risk of Bank Failure? (2010)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Limited-dependent and qualitative variables in econometrics (1983)Corporate Control, Portfolio Choice, and the Decline of Banking (1995)The role of information asymmetry and financial reporting quality in debt trading: Evidence from the secondary loan market (2008)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1979Optimal contracts and competitive markets with costly state verification3,201 cited
  • 1985Incentive-Compatible Debt Contracts: The One-Period Problem1,799 cited
  • 2003A risk-factor model foundation for ratings-based bank capital rules869 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 2007Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries700 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 1995Banks and loan sales Marketing nonmarketable assets605 cited
  • 2001Risk and Valuation of Collateralized Debt Obligations599 cited
  • 2009Frailty Correlated Default547 cited
  • 1987The role of collateral in credit markets with imperfect information546 cited
  • 2010Originate-to-distribute Model and the Subprime Mortgage Crisis527 cited
  • 2009Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations467 cited
  • 2010Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis

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452 cited
  • 2003Risk management, capital structure and lending at banks449 cited
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