Results 21 to 30 of about 25,762 (231)
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
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
doaj +1 more source
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 ...
openaire +3 more sources
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
doaj +1 more source
Risk transfer with CDOs and systemic risk in banking [PDF]
, 2006 Large banks often sell part of their loan portfolio in the form of collateralized debt obligations (CDO) to investors. In this paper we raise the question whether credit asset securitization affects the cyclicality (or commonality) of bank equity values.
Krahnen, Jan Pieter, Wilde, Christian
core +2 more sources
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
doaj +1 more source
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.
doaj +1 more source
SECURITIZATION AS A FACTOR OF THE BORDER CREDIT EXTENSION
Статистика и экономика, 2016 The article discusses the problem with financial market influence on the border credit through the use of the asset securitization. The authors analyze its nature, functions, types and credit practices of the banks-participants in credit derivatives ...
Tatiana M. Kosterina, Tatyana A. Panova
doaj +1 more source
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
wiley +1 more source
Application of Securitization of Leasing Assets
Vestnik MGIMO-Universiteta, 2014 Securitization of leasing assets was widely adopted abroad within the last decades. Securitization of leasing assets usually is meant as process of formation of a portfolio based on future leasing payments of one and (or) more leasing company and sale of
Igor Viktorovich Linev
doaj +5 more sources