Results 121 to 130 of about 338 (172)
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A multidimensional knapsack model for asset-backed securitization
Journal of the Operational Research Society, 2002Summary: Securitization is a financial operation which allows a financial institution to transform financial assets, for instance mortgage assets or lease contracts, into marketable securities. We focus the analysis on a real case of a bank for the leasing.
Renata Mansini
exaly +3 more sources
Structural effects of asset-backed securitization
European Journal of Finance, 2000This paper analyses the potential changes in the operational structure of deposit-taking financial institutions that securitize assets. Findings indicate that banks can create an asset securitization pipeline structure that enables them to increase their return on capital.
Simon Wolfe
exaly +3 more sources
PRICING CREDIT RISK OF ASSET-BACKED SECURITIZATION BONDS IN SINGAPORE [PDF]
International Journal of Theoretical and Applied Finance, 2005 Asset-backed securitization (ABS) is a creative arrangement to raise funds through the issuance of marketable securities backed by predictable future cash flows from revenue-producing assets. This paper proposes two pricing models: structural model and intensity model, to value credit spreads on Singapore ABS bonds. Sensitivity analyses were conducted
Sing, T.F. +3 more
openaire +5 more sources
Formula One: Intangible Asset-Backed Securitization
SSRN Electronic Journal, 2006 This case examines a proposed $2 billion asset-backed securitization offering that is to be supported by Formula One's television broadcasting rights. The case is written from the perspective of Steve Din, executive director of Securitization for Morgan Stanley Dean Witter, who is responsible for placing the securities in September 1998.
Susan J. Chaplinsky, Josh Lathrop
+4 more sources
General equilibrium existence with asset-backed securitization [PDF]
, 2004 We propose a specification of a general equilibrium model with securitization of collateral-backed promises and discuss the role of physical collateral to avoid, in equilibrium, pessimistic beliefs about the future rates of default. Promises are pooled in either pass-through securities or collateralized loans obligations (CLO), allowing the existence ...
Mariano Steinert +1 more
openaire +3 more sources
International Journal of Production Economics, 2021 Ciwei Dong, Xiutian Shi, C T Ng
exaly +3 more sources
Moral Hazard, Effort Sensitivity and Compensation in Asset-Backed Securitization
Journal of Real Estate Finance and Economics, 2006One interesting explanation for asset securitization is the managerial agency theory—where securitization of cash flows that are relatively insensitive to managerial effort reduces the noise for cash flows that are sensitive to managerial effort (Iacobucci and Winter, 2005). This paper extends this concept in several ways.
Seow Eng Ong +2 more
exaly +2 more sources
Underwriter reputation and asset-backed securitization pricing
Finance Research Letters, 2023Runguo Xu, Peng Dong, Runguo Xu
exaly +2 more sources
2009 International Conference on Business Intelligence and Financial Engineering, 2009
In the designing of the instruments with asset-backed securitization structure, the cost and contribution of different credit enhancement methods are varied greatly which resoult the difficulties to find the proper combination of credit enhancement structure.
Yuantao Song
exaly +2 more sources
In the designing of the instruments with asset-backed securitization structure, the cost and contribution of different credit enhancement methods are varied greatly which resoult the difficulties to find the proper combination of credit enhancement structure.
Yuantao Song
exaly +2 more sources