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Securitization and Optimal Retention Under Moral Hazard
16 references·0 citing·43 second hop
Securitization and Optimal Retention Under Moral Hazard (2012)Securitization and Optimal Retention Unde…The failure of models that predict failure: Distance, incentives, and defaults (2014)The failure of models that pr…The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (2010)The Devil is in the Tails: Ac…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)Did Securitization Lead to La…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans (2010)Did Securitization Lead to La…The Economics of Structured Finance (2009)The Economics of Structured F…The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Moral hazard and adverse selection in the originate-to-distribute model of bank credit (2009)Moral hazard and adverse sele…Incentives and Tranche Retention in Securitisation: A Screening Model (2009)Incentives and Tranche Retent…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Loan Sales and Relationship Banking (2008)Loan Sales and Relationship B…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Optimal Insurance under Moral Hazard (2000)Optimal Insurance under Moral…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…A Primer on Securitization (1996)A Primer on SecuritizationBanks and loan sales Marketing nonmarketable assets (1995)Banks and loan sales Marketin…Banks and Loan Sales: Marketing Non-Marketable Assets (1990)Banks and Loan Sales: Marketi…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation, Loanable Funds, and The Real Sector (1997)Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis (2010)Did Subjectivity Play a Role in CDO Credit Ratings? (2011)Inside and Outside Liquidity (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)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)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Economic Catastrophe Bonds (2008)A Model of Shadow Banking (2013)The Phillips curve and labor markets (1976)Subprime Mortgages: What, Where, and to Whom? (2008)Securitization without Adverse Selection: The Case of CLOs (2011)Housing Price Booms and Crowding-Out Effects in Bank Lending (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)How did increased competition affect credit ratings? (2011)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)Originate-to-distribute Model and the Subprime Mortgage Crisis (2010)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)Econometric policy evaluation: A critique (1976)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)The Credit Crisis as a Problem in the Sociology of Knowledge (2011)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Securitization without risk transfer (2012)Information: Hard and Soft (2018)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)
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References

  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2009The Economics of Structured Finance750 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 1995Banks and loan sales Marketing nonmarketable assets605 cited
  • 2014The failure of models that predict failure: Distance, incentives, and defaults497 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans472 cited
  • 2008Loan Sales and Relationship Banking378 cited
  • 1990Banks and Loan Sales: Marketing Non-Marketable Assets227 cited
  • 2009Moral hazard and adverse selection in the originate-to-distribute model of bank credit187 cited
  • 2010The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis137 cited
  • 2000Optimal Insurance under Moral Hazard108 cited
  • 1996A Primer on Securitization105 cited

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  • 2009Incentives and Tranche Retention in Securitisation: A Screening Model98 cited
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