Results 21 to 30 of about 365 (199)
Abstract and Applied Analysis, 2012 We study a fractional differential equation dynamics model arising from the analysis of real estate asset securitization by using the generalized fixed point theorem for weakly contractive mappings in partially ordered sets. Based on the analysis for the
Hao Tao, Meichen Fu, Ru Qian
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Asset Securitizations and Credit Default Swaps [PDF]
Financial Markets, Institutions & Instruments, 2014 This study examines the effects of off‐balance sheet versus on‐balance sheet securitizations on the originator's credit risk in the default swap (CDS) market across the recent business cycle from 2002 to 2009. I find that on‐balance sheet securitizations demonstrate greater effects on the originator's CDS premium than off‐balance sheet securitizations ...
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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
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Optimal Form of Retention for Securitized Loans under Moral Hazard
Risks, 2017 We address the moral hazard problem of securitization using a principal-agent model where the investor is the principal and the lender is the agent.
Georges Dionne, Sara Malekan
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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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Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
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Journal of Legal Studies, 2018 The interface between securitization law and insolvency law is the central legal concern in designing securitization transactions. The complex structure of these transactions under the Securitization Act of 2004 should be understood within a specific ...
Geronimo Russell Stanley Q.
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THE ASSOCIATION OF SFAS 166/167 AND COST OF EQUITY CAPITAL: EVIDENCE FROM BANKS
Journal of Financial Management, Markets and Institutions, 2021 We examine whether SFAS 166/167, which ended exclusion of qualifying special purpose entities (QSPEs) from consolidation, impacted the cost of equity capital for a sample of banks.
QIUHONG ZHAO, DANA A. FORGIONE
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Climate Stress Testing on European SME Securitised Loans Under Climate Mitigation Scenarios
Business Strategy and the Environment, EarlyView.ABSTRACT Assessing the future impact of climate risks on the probability of default (PD) of small and medium enterprises (SMEs) is challenging due to limited disclosure, policy uncertainty and exposure to physical risks. This paper addresses this gap by integrating macroeconomic variables from the Network for Greening the Financial System (NGFS ...
Luca Zanin, Raffaella Calabrese
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ASSET-BACKED SECURITIES: TURKEY AND WORLD APPLICATIONS
Trakya University Journal of Social Sciences, 2019 Along with globalization, developments that in financial markets have brought some recency in recent years. The most important of these recency is the securitization of financial assets and sale to investors in capital markets.
Erhan ATAY, Meryem İnci GÜLEN
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