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Quantitative Easing and bank risk-taking behavior [PDF]
Heliyon, 2023 In this paper, we examine the effect of reserve creation due to the Federal Reserve's Large-scale Asset Purchase programs on bank lending and risk-taking behavior.
Saroj Dhital +2 more
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Greenium of green securitization: Does external certification matter? [PDF]
PLoS ONEThe financing costs of green asset-backed securities (ABS) are deeply affected by the increased information asymmetry and greenwashing risk resulting from risk transferring in securitization.
Xiru Li, Bo Zhu, Yufei Zhang
doaj +2 more sources
Journal of Derivatives and Quantitative Studies, 2005 Security design of asset-backed securities (ABS) could affect the value of the ABS and that of the issuing firm as well when there exists an information asymmetry between insiders and outsiders of the firm, depending on the size of the assets sold. If the size is relatively small, the optimal security design will be such that the firm sells the risk ...
exaly +2 more sources
Frontiers in Energy Research, 2021 As an innovative green financial tool, green corporate asset-backed securities can effectively solve the problems of narrow financing channels and maturity mismatches for green projects, which can help achieve green and low-carbon development, carbon ...
Yunfeng Zhao, Yiming Yue, Ping Wei
doaj +1 more source
Lisan Al-Hal: Jurnal Pengembangan Pemikiran dan Kebudayaan, 2023 The advantages of asset-backed securities are many, namely that investors can invest in quality assets, there is low default due to the division of receivables into many debtors, it is suitable for investors with faster principal return needs, and the ...
Muhammad Nashih, Much. Maftuhul Fahmi
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Conceptual framework for asset back securities rating in Iran Capital Market [PDF]
مطالعات تجربی حسابداری مالی, 2018 In recent years, the capital market has played a significant role in the financing of the government and the private sector and provided a variety of tools for this purpose, mainly based on the asset backed securities and asset base securities, on the ...
Ghasem Blue +2 more
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Securitization of (bad) loans to Italian SMES: The role of the public guarantee [PDF]
Banks and Bank Systems, 2021 This study investigates the main factors driving the evolution of the securitization of loans to Italian small and medium-sized enterprises (SMEs). The value of securitization increased in last two years, even though it has not been used as collateral ...
Lucilla Bittucci +3 more
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Dynamic Asset-Backed Security Design [PDF]
Review of Economic Studies, 2023 Abstract Borrowers obtain liquidity by issuing securities backed by the current period payoff and resale price of a long-lived collateral asset, and they are privately informed about the payoff distribution. Asset price can be self-fulfilling: a higher asset price lowers adverse selection and allows borrowers to raise greater funding ...
Ozdenoren, E, Yuan, K, Zhang, S
openaire +3 more sources
Toxic Asset Subsidies and the Early Redemption of TALF Loans
International Journal of Financial Studies, 2022 This paper develops a formula to numerically estimate the unsubsidized, fair-market value of the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these loans were on average 33.9 percent at origination.
Linus Wilson
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Implementation of a Port-graph Model for Finance [PDF]
Electronic Proceedings in Theoretical Computer Science, 2019 In this paper we examine the process involved in the design and implementation of a port-graph model to be used for the analysis of an agent-based rational negligence model.
Nneka Ene
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