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Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?
7 references·16 citing·41 second hop
Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? (2005)Does Regulatory Capital Arbitrage, Reputa…The Journal of Real Estate Finance and Economics (2013)The Journal of Real Estate Fi…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …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…Bank 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…Bank Lending in the Knowledge Economy (2020)Bank Lending in the Knowledge…Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature (2018)Securitization, bank behaviou…Securitization and lending standards: Evidence from the European wholesale loan market (2016)Securitization and lending st…Securitization (2013)SecuritizationSecuritization and systemic risk: An empirical investigation on Italian banks over the financial crisis (2013)Securitization and systemic r…Securitization and Bank Performance (2013)Securitization and Bank Perfo…Mortgage Loan Securitization and Relative Loan Performance (2013)Mortgage Loan Securitization …Determinants of Loan Securitization in European Banking (2013)Determinants of Loan Securiti…Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence (2013)Bank systemic risk and macroe…SECURITIZATION AND MORTGAGE DEFAULT (2011)SECURITIZATION AND MORTGAGE D…Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies (2011)Does securitization reduce cr…What drives bank securitisation? The Spanish experience (2010)What drives bank securitisati…Adverse Selection in Mortgage Securitization (2010)Adverse Selection in Mortgage…Securitization and risk: empirical evidence on US banks (2007)Securitization and risk: empi…Banking and Securitization (2007)Banking and SecuritizationSecuritization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage? (2004)Securitization by Banks and F…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)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Corporate financing and investment decisions when firms have information that investors do not have (1984)Risk and Valuation of Collateralized Debt Obligations (2001)Neglected risks, financial innovation, and financial fragility (2011)Financial Intermediation and Delegated Monitoring (1984)Agency costs of free cash flow, corporate finance, and takeovers (1996)Size, Charter Value and Risk in Banking: An International Perspective (2000)Bank Consolidation, Internationalization, and Conglomeration: Trends and Implications for Financial Risk (2004)Can Banks in Emerging Economies Benefit from Revenue Diversification? (2010)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Economic Catastrophe Bonds (2008)Loan Sales and Relationship Banking (2008)A Model of Shadow Banking (2013)Collateral, loan quality and bank risk (1990)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Securitization and the Fixed-Rate Mortgage (2014)Asymmetric Information about Collateral Values (2015)Payment Size, Negative Equity, and Mortgage Default (2017)Distance and Private Information in Lending (2010)Optimal Mortgage Refinancing: A Closed‐Form Solution (2013)Does Borrower and Broker Race Affect the Cost of Mortgage Credit? (2020)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Bank Business Model Migrations in Europe: Determinants and Effects (2020)Climate transition risk and bank performance:Evidence from China (2022)Drivers of Global Banking Stability in Times of Crisis: The Role of Corporate Social Responsibility (2022)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Value indices of commercial real estate: A comparison of index construction methods (1994)Evidence on Discrimination in Mortgage Lending (1998)Estimates of the Size and Source of Price Declines Due to Nearby Foreclosures (2014)
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
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 1987Bank funding modes299 cited
  • 1999Don't Put All Your Eggs in One Basket? Diversification and Specialization in Lending289 cited

Cited by

  • 2010Adverse Selection in Mortgage Securitization243 cited
  • 2011SECURITIZATION AND MORTGAGE DEFAULT141 cited
  • 2013Securitization and Bank Performance126 cited
  • 2010What drives bank securitisation? The Spanish experience123 cited
  • 2007Securitization and risk: empirical evidence on US banks98 cited
  • 2011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies96 cited
  • 2013Securitization88 cited
  • 2013Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence81 cited
  • 2013

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

Mortgage Loan Securitization and Relative Loan Performance
79 cited
  • 2004Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage?65 cited
  • 2013Determinants of Loan Securitization in European Banking58 cited
  • 2020Bank Lending in the Knowledge Economy55 cited
  • 2013Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis53 cited
  • 2016Securitization and lending standards: Evidence from the European wholesale loan market47 cited
  • 2018Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature44 cited
  • 2007Banking and Securitization44 cited